Budapest Stock Exchange Budapest Stock Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:19.82% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0773 | 3.12 | |
| 0.1425 | 8.05 | |
| 0.7948 | 35.52 | |
| 0.1085 | 2.82 | |
| -0.1901 | -3.65 | |
| 0.1321 | 4.92 | |
| -0.0804 | -4.00 | |
| 0.0321 | 1.89 | |
| 0.0213 | 1.18 | |
| -0.0796 | -2.15 |
Estimation Period:
Jan 1, 1991 to Jan 23, 2026
Jan 1, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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