V-Lab
Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:16.35% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 20.75 | |
| 0.1466 | 27.85 | |
| 0.8237 | 164.05 |
Estimation Period:
Jan 1, 1991 to Jul 4, 2025
Jan 1, 1991 to Jul 4, 2025
News Impact Curve
Volatility Forecasts
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