V-Lab
V-Lab
Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:17.05% (-0.55%)
Analysis last updated: Thursday, September 18, 2025 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Budapest Stock Exchange Budapest Stock Index AGARCH
paramt-stat
ω0.087028.14
α0.175044.60
β0.7892250.78
γ0.263215.24
Estimation Period:
Jan 1, 1991 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts