Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.96% (+3.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4405 | 9.56 | |
| 0.1054 | 48.25 | |
| 0.9825 | 509.59 | |
| 5.6742 | 14.33 |
Estimation Period:
Jan 1, 1991 to Feb 13, 2026
Jan 1, 1991 to Feb 13, 2026
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