V-Lab
Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 23rd, 2025:23.44% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 15.60 | |
| 0.2637 | 24.41 | |
| 0.9541 | 363.33 | |
| -0.0458 | -7.56 |
Estimation Period:
Jan 1, 1991 to Apr 18, 2025
Jan 1, 1991 to Apr 18, 2025
News Impact Curve
Volatility Forecasts
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