V-Lab
V-Lab
Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:16.60% (-0.54%)
Analysis last updated: Tuesday, September 16, 2025 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Budapest Stock Exchange Budapest Stock Index GJR-GARCH
paramt-stat
ω0.077920.67
α0.107825.61
β0.8211164.29
γ0.08407.06
Estimation Period:
Jan 1, 1991 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts