V-Lab: Budapest Stock Exchange Budapest Stock Index Spline-GARCH Volatility Analysis

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V-Lab

Budapest Stock Exchange Budapest Stock Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:11.28% (-0.69%)

Analysis last updated: Saturday, November 29, 2025 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0787	3.12
$α$	0.1435	8.12
$β$	0.7930	35.44
$γ_{1}$	0.1101	2.84
$γ_{2}$	-0.1920	-3.66
$γ_{3}$	0.1315	4.87
$γ_{4}$	-0.0772	-3.85
$γ_{5}$	0.0258	1.55
$γ_{6}$	0.0325	1.89
$γ_{7}$	-0.1065	-3.39

Estimation Period:
Jan 1, 1991 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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