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, July 14th, 2025:13.33% (-0.69%)

Analysis last updated: Sunday, July 13, 2025 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0778	2.95
$α$	0.1415	7.98
$β$	0.7997	36.54
$γ_{1}$	0.1104	2.65
$γ_{2}$	-0.1919	-3.41
$γ_{3}$	0.1291	4.51
$γ_{4}$	-0.0739	-3.55
$γ_{5}$	0.0281	1.67
$γ_{6}$	0.0085	0.56
$γ_{7}$	-0.0125	-1.10

Estimation Period:
Jan 1, 1991 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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