V-Lab
Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:14.35% (-0.38%)
Analysis last updated: Wednesday, May 8, 2024 at 08:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 14.79 | |
| 0.2623 | 23.54 | |
| 0.9538 | 344.95 | |
| -0.0451 | -7.36 |
Estimation Period:
Jan 1, 1991 to May 3, 2024
Jan 1, 1991 to May 3, 2024
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