V-Lab
Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:24.55% (+1.34%)
Analysis last updated: Wednesday, March 22, 2023, 04:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0814 | 19.93 | |
| 0.1493 | 26.27 | |
| 0.8203 | 151.23 |
Estimation Period:
Jan 1, 1991 to Mar 17, 2023
Jan 1, 1991 to Mar 17, 2023
News Impact Curve
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