Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
17.78%
decreased by 1.23%
1 Week
18.33%
decreased by 0.68%
1 Month
20.07%
increased by 1.06%
Analysis last updated: Saturday, May 2, 2026 at 06:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0768 | 21.24 | |
| 0.1092 | 26.12 | |
| 0.8211 | 167.84 | |
| 0.0822 | 7.05 |
Estimation Period:
Jan 1, 1991 to May 1, 2026
Jan 1, 1991 to May 1, 2026
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