V-Lab
Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:20.35% (+8.72%)
Analysis last updated: Thursday, April 18, 2024 at 08:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 14.70 | |
| 0.2636 | 23.47 | |
| 0.9541 | 345.80 | |
| -0.0456 | -7.42 |
Estimation Period:
Jan 1, 1991 to Apr 12, 2024
Jan 1, 1991 to Apr 12, 2024
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