V-Lab
Budapest Stock Exchange Budapest Stock Index APARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:25.37% (+1.21%)
Analysis last updated: Friday, December 9, 2022, 05:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0868 | 15.57 | |
| 0.1483 | 29.82 | |
| 0.8151 | 119.09 | |
| 0.1316 | 11.89 | |
| 2.0814 | 28.17 |
Estimation Period:
Jan 1, 1991 to Dec 2, 2022
Jan 1, 1991 to Dec 2, 2022
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