Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
15.27%
increased by 2.11%
1 Week
16.06%
increased by 2.90%
1 Month
18.42%
increased by 5.26%
Analysis last updated: Friday, July 3, 2026 at 06:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0768 | 21.27 | |
| 0.1088 | 26.12 | |
| 0.8211 | 168.54 | |
| 0.0826 | 7.13 |
Estimation Period:
Jan 1, 1991 to Jun 26, 2026
Jan 1, 1991 to Jun 26, 2026
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