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 Monday, October 13th, 2025:13.45% (-0.21%)

Analysis last updated: Saturday, October 11, 2025 at 08:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0908	3.00
$α$	0.1425	8.04
$β$	0.7993	36.78
$γ_{1}$	0.1086	2.67
$γ_{2}$	-0.1892	-3.44
$γ_{3}$	0.1291	4.57
$γ_{4}$	-0.0769	-3.69
$γ_{5}$	0.0333	1.96
$γ_{6}$	0.0022	0.14
$γ_{7}$	-0.0077	-0.69

Estimation Period:
Jan 1, 1991 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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