Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.13% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0715 | 20.90 | |
| 0.1452 | 28.17 | |
| 0.8262 | 169.13 |
Estimation Period:
Jan 1, 1991 to Feb 6, 2026
Jan 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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