The article investigates if there are irregular patterns in stock market data and how this affects the accuracy of predicting stock prices. By using a special statistical model called GARCH, the researchers studied data from the Budapest Stock Exchange to see if these irregular patterns, known as heteroscedasticity, exist in the Hungarian stock market. They found that these patterns do exist, similar to what is seen in the United States market. This means that traditional methods of estimating stock price movements may not be as accurate as previously thought.