Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.34% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 15.96 | |
| 0.2620 | 24.92 | |
| 0.9544 | 377.25 | |
| -0.0452 | -7.65 |
Estimation Period:
Jan 1, 1991 to Feb 6, 2026
Jan 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Budapest Stock Exchange Budapest Stock Index Analyses
Other EGARCH Analyses on Equity Indices