Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:16.51% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 20.98 | |
| 0.1074 | 25.81 | |
| 0.8226 | 167.46 | |
| 0.0832 | 7.11 |
Estimation Period:
Jan 1, 1991 to Jan 30, 2026
Jan 1, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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