Budapest Stock Exchange Budapest Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.65% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0813 | 2.98 | |
| 0.1418 | 8.06 | |
| 0.8006 | 37.16 | |
| 0.1042 | 2.61 | |
| -0.1835 | -3.40 | |
| 0.1288 | 4.63 | |
| -0.0808 | -3.88 | |
| 0.0401 | 2.31 | |
| -0.0050 | -0.33 | |
| -0.0032 | -0.29 |
Estimation Period:
Jan 1, 1991 to Feb 13, 2026
Jan 1, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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