V-Lab
Budapest Stock Exchange Budapest Stock Index APARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:13.37% (-0.45%)
Analysis last updated: Saturday, May 11, 2024 at 12:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 16.19 | |
| 0.1439 | 30.39 | |
| 0.8200 | 125.75 | |
| 0.1374 | 12.36 | |
| 2.0643 | 28.67 |
Estimation Period:
Jan 1, 1991 to May 3, 2024
Jan 1, 1991 to May 3, 2024
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