Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:13.62% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 20.79 | |
| 0.1074 | 25.65 | |
| 0.8225 | 166.87 | |
| 0.0837 | 7.12 |
Estimation Period:
Jan 1, 1991 to Nov 28, 2025
Jan 1, 1991 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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