V-Lab
V-Lab
Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 2nd, 2025:15.95% (+0.32%)
Analysis last updated: Tuesday, September 2, 2025 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Budapest Stock Exchange Budapest Stock Index GJR-GARCH
paramt-stat
ω0.078020.66
α0.107925.59
β0.8209164.05
γ0.08427.07
Estimation Period:
Jan 1, 1991 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts