Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.40%
decreased by 1.11%
1 Week
17.45%
decreased by 0.06%
1 Month
19.72%
increased by 2.21%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1155 | 21.45 | |
| 0.7283 | 81.37 | |
| 0.1172 | 14.00 | |
| 0.0124 | 6.62 | |
| 0.0308 | 8.35 | |
| 0.9637 | 221.53 |
Estimation Period:
Jan 1, 1991 to Jun 5, 2026
Jan 1, 1991 to Jun 5, 2026
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