Budapest Stock Exchange Budapest Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:17.75% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0832 | 2.98 | |
| 0.1427 | 8.07 | |
| 0.7990 | 36.86 | |
| 0.1051 | 2.62 | |
| -0.1847 | -3.41 | |
| 0.1288 | 4.63 | |
| -0.0801 | -3.86 | |
| 0.0391 | 2.27 | |
| -0.0046 | -0.31 | |
| -0.0026 | -0.24 |
Estimation Period:
Jan 1, 1991 to Jan 16, 2026
Jan 1, 1991 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Budapest Stock Exchange Budapest Stock Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices