V-Lab
V-Lab
Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 16th, 2025:33.54% (-3.76%)
Analysis last updated: Wednesday, April 16, 2025 at 09:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Budapest Stock Exchange Budapest Stock Index AGARCH
paramt-stat
ω0.089028.16
α0.175744.40
β0.7883248.83
γ0.260715.04
Estimation Period:
Jan 1, 1991 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts