Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:13.59% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0751 | 20.80 | |
| 0.1074 | 25.67 | |
| 0.8229 | 167.53 | |
| 0.0834 | 7.12 |
Estimation Period:
Jan 1, 1991 to Dec 19, 2025
Jan 1, 1991 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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