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, September 18th, 2025:14.26% (-0.48%)

Analysis last updated: Thursday, September 18, 2025 at 08:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0977	3.00
$α$	0.1423	8.04
$β$	0.8003	36.99
$γ_{1}$	0.1100	2.68
$γ_{2}$	-0.1911	-3.44
$γ_{3}$	0.1294	4.53
$γ_{4}$	-0.0760	-3.62
$γ_{5}$	0.0318	1.86
$γ_{6}$	0.0042	0.27
$γ_{7}$	-0.0093	-0.83

Estimation Period:
Jan 1, 1991 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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