Budapest Stock Exchange Budapest Stock Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:24.41% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0843 | 3.07 | |
| 0.1423 | 8.13 | |
| 0.7975 | 36.32 | |
| 0.1072 | 2.77 | |
| -0.1885 | -3.60 | |
| 0.1323 | 4.88 | |
| -0.0822 | -4.02 | |
| 0.0354 | 2.05 | |
| 0.0161 | 0.89 | |
| -0.0709 | -1.92 |
Estimation Period:
Jan 1, 1991 to Mar 13, 2026
Jan 1, 1991 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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