V-Lab
Budapest Stock Exchange Budapest Stock Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:17.15% (-0.82%)
Analysis last updated: Wednesday, October 4, 2023 at 04:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0849 | 15.90 | |
| 0.1458 | 30.21 | |
| 0.8177 | 122.67 | |
| 0.1361 | 12.28 | |
| 2.0698 | 28.43 |
Estimation Period:
Jan 1, 1991 to Sep 29, 2023
Jan 1, 1991 to Sep 29, 2023
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