Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.79% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1138 | 21.09 | |
| 0.7333 | 82.32 | |
| 0.1162 | 13.91 | |
| 0.0112 | 6.47 | |
| 0.0287 | 8.44 | |
| 0.9663 | 241.65 |
Estimation Period:
Jan 1, 1991 to Feb 6, 2026
Jan 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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