Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:12.66% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0770 | 20.64 | |
| 0.1078 | 25.63 | |
| 0.8216 | 165.11 | |
| 0.0837 | 7.07 |
Estimation Period:
Jan 1, 1991 to Oct 17, 2025
Jan 1, 1991 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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