V-Lab
Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:24.25% (-0.49%)
Analysis last updated: Friday, December 9, 2022, 05:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0978 | 27.38 | |
| 0.1792 | 42.61 | |
| 0.7838 | 239.04 | |
| 0.2414 | 13.34 |
Estimation Period:
Jan 1, 1991 to Dec 2, 2022
Jan 1, 1991 to Dec 2, 2022
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