Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
17.63%
decreased by 1.39%
1 Week
18.54%
decreased by 0.48%
1 Month
21.22%
increased by 2.20%
Analysis last updated: Wednesday, April 1, 2026 at 05:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0950 | 17.80 | |
| 0.7451 | 110.63 | |
| 0.1132 | 16.18 | |
| 0.3648 | 1.15 | |
| 0.8336 | 1.19 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1991 to Mar 27, 2026
Jan 1, 1991 to Mar 27, 2026
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