Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
30.47%
increased by 0.07%
1 Week
29.40%
decreased by 1.00%
1 Month
28.74%
decreased by 1.66%
Analysis last updated: Tuesday, April 21, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0967 | 18.16 | |
| 0.7434 | 110.18 | |
| 0.1127 | 16.14 | |
| 0.3660 | 1.18 | |
| 0.8354 | 1.21 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1991 to Apr 17, 2026
Jan 1, 1991 to Apr 17, 2026
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