Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
22.59%
decreased by 1.28%
1 Week
23.53%
decreased by 0.34%
1 Month
25.15%
increased by 1.28%
Analysis last updated: Saturday, April 25, 2026 at 05:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0967 | 18.15 | |
| 0.7428 | 109.98 | |
| 0.1129 | 16.15 | |
| 0.3657 | 1.18 | |
| 0.8350 | 1.21 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1991 to Apr 24, 2026
Jan 1, 1991 to Apr 24, 2026
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