Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:17.27% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 20.95 | |
| 0.1078 | 25.74 | |
| 0.8222 | 167.04 | |
| 0.0833 | 7.11 |
Estimation Period:
Jan 1, 1991 to Jan 9, 2026
Jan 1, 1991 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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