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, May 8th, 2025:17.07% (-0.12%)

Analysis last updated: Thursday, May 8, 2025 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0939	3.00
$α$	0.1421	7.97
$β$	0.7995	36.41
$γ_{1}$	0.1132	2.71
$γ_{2}$	-0.1952	-3.45
$γ_{3}$	0.1288	4.46
$γ_{4}$	-0.0709	-3.39
$γ_{5}$	0.0234	1.39
$γ_{6}$	0.0137	0.89
$γ_{7}$	-0.0164	-1.39

Estimation Period:
Jan 1, 1991 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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