Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:13.05% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1136 | 20.81 | |
| 0.7329 | 82.83 | |
| 0.1174 | 13.95 | |
| 0.0101 | 6.40 | |
| 0.0275 | 8.68 | |
| 0.9680 | 260.76 |
Estimation Period:
Jan 1, 1991 to Jan 16, 2026
Jan 1, 1991 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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