V-Lab
Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:23.36% (-1.29%)
Analysis last updated: Wednesday, March 22, 2023, 04:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0977 | 27.42 | |
| 0.1786 | 42.82 | |
| 0.7840 | 239.67 | |
| 0.2449 | 13.61 |
Estimation Period:
Jan 1, 1991 to Mar 17, 2023
Jan 1, 1991 to Mar 17, 2023
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