Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
16.39%
decreased by 0.56%
1 Week
16.75%
decreased by 0.20%
1 Month
17.99%
increased by 1.04%
Analysis last updated: Saturday, June 20, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4315 | 9.68 | |
| 0.1063 | 47.95 | |
| 0.9821 | 503.63 | |
| 5.6878 | 14.21 |
Estimation Period:
Jan 1, 1991 to Jun 19, 2026
Jan 1, 1991 to Jun 19, 2026
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