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 2nd, 2025:13.24% (-0.26%)

Analysis last updated: Saturday, May 31, 2025 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1052	3.05
$α$	0.1427	8.00
$β$	0.7990	36.48
$γ_{1}$	0.1139	2.77
$γ_{2}$	-0.1962	-3.52
$γ_{3}$	0.1298	4.53
$γ_{4}$	-0.0726	-3.48
$γ_{5}$	0.0258	1.53
$γ_{6}$	0.0110	0.72
$γ_{7}$	-0.0144	-1.23

Estimation Period:
Jan 1, 1991 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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