Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
28.90%
increased by 5.84%
1 Week
28.75%
increased by 5.69%
1 Month
28.25%
increased by 5.19%
Analysis last updated: Saturday, April 11, 2026 at 06:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0761 | 21.13 | |
| 0.1084 | 25.98 | |
| 0.8224 | 168.60 | |
| 0.0819 | 7.03 |
Estimation Period:
Jan 1, 1991 to Apr 10, 2026
Jan 1, 1991 to Apr 10, 2026
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