Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.29%
increased by 1.43%
1 Week
17.89%
increased by 2.03%
1 Month
19.73%
increased by 3.87%
Analysis last updated: Saturday, June 13, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0769 | 21.29 | |
| 0.1090 | 26.14 | |
| 0.8211 | 168.39 | |
| 0.0823 | 7.09 |
Estimation Period:
Jan 1, 1991 to Jun 12, 2026
Jan 1, 1991 to Jun 12, 2026
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