Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:12.35% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0763 | 20.73 | |
| 0.1076 | 25.65 | |
| 0.8221 | 166.10 | |
| 0.0838 | 7.12 |
Estimation Period:
Jan 1, 1991 to Nov 7, 2025
Jan 1, 1991 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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