Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:28.10% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0756 | 21.01 | |
| 0.1075 | 25.89 | |
| 0.8231 | 168.50 | |
| 0.0824 | 7.07 |
Estimation Period:
Jan 1, 1991 to Mar 13, 2026
Jan 1, 1991 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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