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 Wednesday, October 29th, 2025:11.09% (+0.77%)

Analysis last updated: Wednesday, October 29, 2025 at 07:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0816	3.13
$α$	0.1438	8.12
$β$	0.7928	35.38
$γ_{1}$	0.1110	2.85
$γ_{2}$	-0.1932	-3.66
$γ_{3}$	0.1313	4.83
$γ_{4}$	-0.0759	-3.78
$γ_{5}$	0.0235	1.42
$γ_{6}$	0.0355	2.03
$γ_{7}$	-0.1102	-3.37

Estimation Period:
Jan 1, 1991 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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