Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
17.94%
decreased by 0.85%
1 Week
18.22%
decreased by 0.57%
1 Month
19.20%
increased by 0.41%
Analysis last updated: Saturday, May 16, 2026 at 06:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4442 | 9.64 | |
| 0.1063 | 48.08 | |
| 0.9822 | 505.78 | |
| 5.6855 | 14.26 |
Estimation Period:
Jan 1, 1991 to May 15, 2026
Jan 1, 1991 to May 15, 2026
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