Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.83%
increased by 0.13%
1 Week
15.67%
increased by 0.97%
1 Month
18.15%
increased by 3.45%
Analysis last updated: Saturday, May 23, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0768 | 21.26 | |
| 0.1093 | 26.11 | |
| 0.8208 | 168.17 | |
| 0.0823 | 7.08 |
Estimation Period:
Jan 1, 1991 to May 22, 2026
Jan 1, 1991 to May 22, 2026
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