BUDAPEST STOCK EXCHANGE INDEX GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Thursday, May 23: 15.62% (+2.56)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

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Volatility Summary Table

Closing Price (HUF): 19.076,40 Ft Return: 1.69% 1 Week Pred: 16.61%
Avg Week Vol: 14.05% Avg Month Vol: 14.23% 1 Month Pred: 19.38%
Min Vol: 12% Max Vol: 128.68% 6 Months Pred: 25.64%
Avg Vol: 26.82% Vol of Vol: 34.02% 1 Year Pred: 27.05%