V-Lab
Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:16.35% (-1.15%)
Analysis last updated: Wednesday, October 4, 2023 at 04:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0951 | 27.60 | |
| 0.1766 | 43.15 | |
| 0.7860 | 242.83 | |
| 0.2566 | 14.40 |
Estimation Period:
Jan 1, 1991 to Sep 29, 2023
Jan 1, 1991 to Sep 29, 2023
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