V-Lab
Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:17.45% (+3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0887 | 28.22 | |
| 0.1756 | 44.50 | |
| 0.7881 | 248.92 | |
| 0.2614 | 15.12 |
Estimation Period:
Jan 1, 1991 to Jun 27, 2025
Jan 1, 1991 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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