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, June 30th, 2025:14.40% (-0.79%)

Analysis last updated: Sunday, June 29, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0908	2.97
$α$	0.1428	8.01
$β$	0.7992	36.62
$γ_{1}$	0.1107	2.66
$γ_{2}$	-0.1919	-3.41
$γ_{3}$	0.1284	4.47
$γ_{4}$	-0.0729	-3.48
$γ_{5}$	0.0269	1.59
$γ_{6}$	0.0098	0.64
$γ_{7}$	-0.0135	-1.17

Estimation Period:
Jan 1, 1991 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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