Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:32.88% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0947 | 17.78 | |
| 0.7472 | 110.79 | |
| 0.1125 | 16.16 | |
| 0.3663 | 1.14 | |
| 0.8338 | 1.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1991 to Mar 6, 2026
Jan 1, 1991 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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