Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
34.44%
decreased by 0.11%
1 Week
34.17%
decreased by 0.38%
1 Month
33.16%
decreased by 1.39%
Analysis last updated: Tuesday, April 21, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4819 | 9.52 | |
| 0.1061 | 48.58 | |
| 0.9827 | 514.50 | |
| 5.6895 | 14.40 |
Estimation Period:
Jan 1, 1991 to Apr 17, 2026
Jan 1, 1991 to Apr 17, 2026
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