V-Lab
Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility Prediction for Thursday, July 17th, 2025:12.99% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0747 | 20.73 | |
| 0.1465 | 27.86 | |
| 0.8238 | 164.24 |
Estimation Period:
Jan 1, 1991 to Jul 11, 2025
Jan 1, 1991 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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