Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.10% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 21.03 | |
| 0.1080 | 25.91 | |
| 0.8225 | 167.51 | |
| 0.0823 | 7.03 |
Estimation Period:
Jan 1, 1991 to Feb 6, 2026
Jan 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Budapest Stock Exchange Budapest Stock Index Analyses
Other GJR-GARCH Analyses on Equity Indices