Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
19.41%
decreased by 0.49%
1 Week
19.62%
decreased by 0.28%
1 Month
20.36%
increased by 0.46%
Analysis last updated: Tuesday, March 31, 2026 at 05:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4426 | 9.60 | |
| 0.1058 | 48.16 | |
| 0.9824 | 508.75 | |
| 5.6876 | 14.27 |
Estimation Period:
Jan 1, 1991 to Mar 27, 2026
Jan 1, 1991 to Mar 27, 2026
Other Budapest Stock Exchange Budapest Stock Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices