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

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V-Lab

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

Volatility Prediction for Wednesday, October 29th, 2025:13.44% (+0.62%)

Analysis last updated: Wednesday, October 29, 2025 at 07:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0871	2.97
$α$	0.1424	8.05
$β$	0.7998	36.94
$γ_{1}$	0.1075	2.64
$γ_{2}$	-0.1878	-3.41
$γ_{3}$	0.1290	4.57
$γ_{4}$	-0.0778	-3.73
$γ_{5}$	0.0349	2.04
$γ_{6}$	0.0001	0.00
$γ_{7}$	-0.0059	-0.53

Estimation Period:
Jan 1, 1991 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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