Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:29.83% (-3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1133 | 21.03 | |
| 0.7338 | 82.37 | |
| 0.1161 | 13.92 | |
| 0.0113 | 6.54 | |
| 0.0288 | 8.42 | |
| 0.9661 | 239.74 |
Estimation Period:
Jan 1, 1991 to Feb 27, 2026
Jan 1, 1991 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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