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

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V-Lab

Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:10.69% (-0.37%)

Analysis last updated: Saturday, October 25, 2025 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1126	20.72
$β$	0.7359	84.12
$γ$	0.1174	13.94
$λ_{1}$	0.0096	6.45
$λ_{2}$	0.0266	8.79
$λ_{3}$	0.9691	273.99

Estimation Period:
Jan 1, 1991 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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