V-Lab
V-Lab
Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:13.48% (+0.05%)
Analysis last updated: Tuesday, October 7, 2025 at 08:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Budapest Stock Exchange Budapest Stock Index GJR-GARCH
paramt-stat
ω0.077420.64
α0.107925.64
β0.8214164.67
γ0.08357.04
Estimation Period:
Jan 1, 1991 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts