V-Lab
Budapest Stock Exchange Budapest Stock Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:25.10% (+0.22%)
Analysis last updated: Wednesday, March 22, 2023, 04:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0870 | 15.66 | |
| 0.1477 | 30.05 | |
| 0.8151 | 119.82 | |
| 0.1326 | 12.01 | |
| 2.0837 | 28.24 |
Estimation Period:
Jan 1, 1991 to Mar 17, 2023
Jan 1, 1991 to Mar 17, 2023
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