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 Thursday, June 30th, 2022:24.90% (-0.64%)

Analysis last updated: Thursday, June 30, 2022, 04:37 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	1.0381	3.09
$α$	0.1466	7.27
$β$	0.7941	32.80
$γ_{1}$	0.0936	2.64
$γ_{2}$	-0.1692	-3.53
$γ_{3}$	0.1296	5.11
$γ_{4}$	-0.0970	-4.83
$γ_{5}$	0.0686	3.82
$γ_{6}$	-0.0301	-2.27

Estimation Period:
Jan 1, 1991 to Jun 24, 2022

News Impact Curve

Volatility Forecasts

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

We are currently experiencing issues updating our data. Unfortunately, we do not have an estimate as to when these issues will be resolved. We apologize for any inconvenience and are working as hard as we can to resolve these issues as soon as possible.