V-Lab: Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis

V-Lab

Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis

Volatility Prediction for Thursday, June 30th, 2022:25.06% (-1.36%)

Analysis last updated: Thursday, June 30, 2022, 04:37 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0973	27.06
$α$	0.1804	42.42
$β$	0.7832	237.40
$γ$	0.2476	13.57

Estimation Period:
Jan 1, 1991 to Jun 24, 2022

News Impact Curve

Volatility Forecasts

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