V-Lab
Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:16.46% (-0.60%)
Analysis last updated: Wednesday, October 4, 2023 at 04:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0797 | 20.06 | |
| 0.1471 | 26.44 | |
| 0.8224 | 154.26 |
Estimation Period:
Jan 1, 1991 to Sep 29, 2023
Jan 1, 1991 to Sep 29, 2023
News Impact Curve
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