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V-Lab
V-Lab
Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:12.57% (+1.34%)
Analysis last updated: Saturday, November 15, 2025 at 08:16 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
α0.112520.68
β0.736084.24
γ0.117513.95
λ10.00956.43
λ20.02678.81
λ30.9690273.74
Estimation Period:
Jan 1, 1991 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts