V-Lab
Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:21.26% (-1.28%)
Analysis last updated: Saturday, September 23, 2023 at 04:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0446 | 14.70 | |
| 0.2669 | 23.29 | |
| 0.9524 | 330.47 | |
| -0.0457 | -7.33 |
Estimation Period:
Jan 1, 1991 to Sep 22, 2023
Jan 1, 1991 to Sep 22, 2023
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