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 2nd, 2025:14.41% (-0.12%)

Analysis last updated: Saturday, May 31, 2025 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1128	20.71
$β$	0.7319	81.54
$γ$	0.1185	13.94
$λ_{1}$	0.0114	6.44
$λ_{2}$	0.0282	8.42
$λ_{3}$	0.9667	243.88

Estimation Period:
Jan 1, 1991 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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