V-Lab: Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis

V-Lab

Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:15.37% (-0.05%)

Analysis last updated: Wednesday, September 17, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1126	20.78
$β$	0.7361	84.09
$γ$	0.1174	13.95
$λ_{1}$	0.0099	6.53
$λ_{2}$	0.0263	8.74
$λ_{3}$	0.9693	274.99

Estimation Period:
Jan 1, 1991 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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