V-Lab: Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis

V-Lab

Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:14.23% (-0.88%)

Analysis last updated: Sunday, June 29, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1130	20.83
$β$	0.7350	83.25
$γ$	0.1171	13.87
$λ_{1}$	0.0104	6.54
$λ_{2}$	0.0266	8.63
$λ_{3}$	0.9688	267.18

Estimation Period:
Jan 1, 1991 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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