V-Lab: Budapest Stock Exchange Budapest Stock Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Budapest Stock Exchange Budapest Stock Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:17.04% (+0.34%)

Analysis last updated: Saturday, June 21, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0865	2.97
$α$	0.1425	7.99
$β$	0.7990	36.46
$γ_{1}$	0.1109	2.66
$γ_{2}$	-0.1922	-3.41
$γ_{3}$	0.1284	4.47
$γ_{4}$	-0.0726	-3.48
$γ_{5}$	0.0265	1.57
$γ_{6}$	0.0102	0.67
$γ_{7}$	-0.0138	-1.20

Estimation Period:
Jan 1, 1991 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Budapest Stock Exchange Budapest Stock Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
GAS-GARCH Student T
MF2-GARCH