Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
20.46%
decreased by 1.53%
1 Week
20.80%
increased by 0.34%
1 Month
21.90%
increased by 1.44%
Analysis last updated: Saturday, March 21, 2026 at 05:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 21.05 | |
| 0.1076 | 25.88 | |
| 0.8227 | 168.14 | |
| 0.0825 | 7.08 |
Estimation Period:
Jan 1, 1991 to Mar 20, 2026
Jan 1, 1991 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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