Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:33.15% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0756 | 21.01 | |
| 0.1076 | 25.90 | |
| 0.8231 | 168.46 | |
| 0.0824 | 7.06 |
Estimation Period:
Jan 1, 1991 to Mar 6, 2026
Jan 1, 1991 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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