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 Friday, December 12th, 2025:11.61% (-0.21%)

Analysis last updated: Friday, December 12, 2025 at 07:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1123	20.63
$β$	0.7361	84.22
$γ$	0.1175	13.95
$λ_{1}$	0.0095	6.40
$λ_{2}$	0.0268	8.82
$λ_{3}$	0.9689	272.78

Estimation Period:
Jan 1, 1991 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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