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

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V-Lab

Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 4th, 2025:12.13% (+0.01%)

Analysis last updated: Thursday, December 4, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1123	20.65
$β$	0.7361	84.23
$γ$	0.1175	13.96
$λ_{1}$	0.0095	6.42
$λ_{2}$	0.0268	8.81
$λ_{3}$	0.9690	273.10

Estimation Period:
Jan 1, 1991 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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