V-Lab
Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:23.91% (+0.85%)
Analysis last updated: Friday, December 9, 2022, 05:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0812 | 19.76 | |
| 0.1500 | 26.11 | |
| 0.8200 | 150.34 |
Estimation Period:
Jan 1, 1991 to Dec 2, 2022
Jan 1, 1991 to Dec 2, 2022
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