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V-Lab
V-Lab
Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:12.22% (+0.18%)
Analysis last updated: Wednesday, November 26, 2025 at 08:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Budapest Stock Exchange Budapest Stock Index MF2-GARCH
paramt-stat
m31
α0.112420.67
β0.736184.24
γ0.117513.96
λ10.00956.43
λ20.02678.80
λ30.9690273.58
Estimation Period:
Jan 1, 1991 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts