V-Lab
Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:24.98% (+0.96%)
Analysis last updated: Wednesday, March 22, 2023, 04:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 14.54 | |
| 0.2694 | 23.05 | |
| 0.9517 | 321.09 | |
| -0.0445 | -7.04 |
Estimation Period:
Jan 1, 1991 to Mar 17, 2023
Jan 1, 1991 to Mar 17, 2023
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