Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:9.48% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1126 | 20.61 | |
| 0.7361 | 84.41 | |
| 0.1173 | 13.91 | |
| 0.0091 | 6.33 | |
| 0.0270 | 8.90 | |
| 0.9689 | 274.79 |
Estimation Period:
Jan 1, 1991 to Dec 30, 2025
Jan 1, 1991 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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