Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
17.37%
decreased by 1.01%
1 Week
17.68%
decreased by 0.70%
1 Month
18.76%
increased by 0.38%
Analysis last updated: Saturday, May 9, 2026 at 05:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4452 | 9.62 | |
| 0.1064 | 48.06 | |
| 0.9822 | 504.73 | |
| 5.6786 | 14.29 |
Estimation Period:
Jan 1, 1991 to May 8, 2026
Jan 1, 1991 to May 8, 2026
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