Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
16.13%
increased by 2.19%
1 Week
17.11%
increased by 3.17%
1 Month
19.19%
increased by 5.25%
Analysis last updated: Friday, July 3, 2026 at 06:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1154 | 21.50 | |
| 0.7298 | 82.26 | |
| 0.1168 | 14.00 | |
| 0.0119 | 6.68 | |
| 0.0298 | 8.46 | |
| 0.9649 | 232.56 |
Estimation Period:
Jan 1, 1991 to Jun 26, 2026
Jan 1, 1991 to Jun 26, 2026
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