Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
19.16%
decreased by 0.79%
1 Week
20.37%
increased by 0.42%
1 Month
22.88%
increased by 2.93%
Analysis last updated: Friday, May 15, 2026 at 05:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0971 | 18.21 | |
| 0.7420 | 109.97 | |
| 0.1130 | 16.16 | |
| 0.3655 | 1.18 | |
| 0.8343 | 1.21 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1991 to May 8, 2026
Jan 1, 1991 to May 8, 2026
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