V-Lab
V-Lab
Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:13.93% (-0.13%)
Analysis last updated: Saturday, May 31, 2025 at 08:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Budapest Stock Exchange Budapest Stock Index GJR-GARCH
paramt-stat
ω0.079520.56
α0.108325.56
β0.8202162.02
γ0.08376.97
Estimation Period:
Jan 1, 1991 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts