Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.70%
decreased by 1.27%
1 Week
17.53%
decreased by 0.44%
1 Month
19.96%
increased by 1.99%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0860 | 28.68 | |
| 0.1753 | 45.24 | |
| 0.7893 | 253.24 | |
| 0.2593 | 15.33 |
Estimation Period:
Jan 1, 1991 to Jun 5, 2026
Jan 1, 1991 to Jun 5, 2026
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