V-Lab
V-Lab
Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:15.34% (-0.79%)
Analysis last updated: Sunday, June 29, 2025 at 02:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Budapest Stock Exchange Budapest Stock Index GJR-GARCH
paramt-stat
ω0.079220.61
α0.108425.59
β0.8203162.59
γ0.08366.98
Estimation Period:
Jan 1, 1991 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts