V-Lab
Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:16.80% (-0.58%)
Analysis last updated: Saturday, October 5, 2024 at 07:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0898 | 27.76 | |
| 0.1751 | 43.81 | |
| 0.7886 | 247.77 | |
| 0.2587 | 14.67 |
Estimation Period:
Jan 1, 1991 to Oct 4, 2024
Jan 1, 1991 to Oct 4, 2024
News Impact Curve
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