V-Lab
Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility Prediction for Friday, July 26th, 2024:13.63% (+0.41%)
Analysis last updated: Friday, July 26, 2024 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 14.91 | |
| 0.2624 | 23.67 | |
| 0.9541 | 349.88 | |
| -0.0451 | -7.38 |
Estimation Period:
Jan 1, 1991 to Jul 19, 2024
Jan 1, 1991 to Jul 19, 2024
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