Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.96% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4428 | 9.57 | |
| 0.1057 | 48.21 | |
| 0.9825 | 509.31 | |
| 5.6799 | 14.32 |
Estimation Period:
Jan 1, 1991 to Feb 6, 2026
Jan 1, 1991 to Feb 6, 2026
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