Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:18.88% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1130 | 20.91 | |
| 0.7350 | 83.13 | |
| 0.1165 | 13.92 | |
| 0.0105 | 6.47 | |
| 0.0275 | 8.58 | |
| 0.9678 | 257.20 |
Estimation Period:
Jan 1, 1991 to Jan 23, 2026
Jan 1, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Budapest Stock Exchange Budapest Stock Index Analyses
Other MF2-GARCH Analyses on Equity Indices