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 Tuesday, November 18th, 2025:11.99% (-0.53%)

Analysis last updated: Tuesday, November 18, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0871	2.97
$α$	0.1423	8.05
$β$	0.8000	37.04
$γ_{1}$	0.1069	2.63
$γ_{2}$	-0.1870	-3.40
$γ_{3}$	0.1289	4.58
$γ_{4}$	-0.0782	-3.75
$γ_{5}$	0.0358	2.09
$γ_{6}$	-0.0011	-0.08
$γ_{7}$	-0.0048	-0.44

Estimation Period:
Jan 1, 1991 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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