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, December 8th, 2025:12.00% (-0.23%)

Analysis last updated: Saturday, December 6, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0924	3.01
$α$	0.1419	8.05
$β$	0.8005	37.17
$γ_{1}$	0.1072	2.67
$γ_{2}$	-0.1875	-3.45
$γ_{3}$	0.1294	4.61
$γ_{4}$	-0.0792	-3.79
$γ_{5}$	0.0371	2.16
$γ_{6}$	-0.0027	-0.18
$γ_{7}$	-0.0035	-0.32

Estimation Period:
Jan 1, 1991 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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