Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:12.67% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 20.72 | |
| 0.1076 | 25.64 | |
| 0.8218 | 165.66 | |
| 0.0838 | 7.10 |
Estimation Period:
Jan 1, 1991 to Oct 31, 2025
Jan 1, 1991 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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