V-Lab
Budapest Stock Exchange Budapest Stock Index APARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:13.72% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0798 | 16.99 | |
| 0.1466 | 31.46 | |
| 0.8190 | 130.40 | |
| 0.1405 | 12.73 | |
| 2.0412 | 29.16 |
Estimation Period:
Jan 1, 1991 to Jun 13, 2025
Jan 1, 1991 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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