V-Lab
Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility Prediction for Friday, July 26th, 2024:13.08% (+0.07%)
Analysis last updated: Friday, July 26, 2024 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0763 | 20.24 | |
| 0.1451 | 26.86 | |
| 0.8249 | 159.46 |
Estimation Period:
Jan 1, 1991 to Jul 19, 2024
Jan 1, 1991 to Jul 19, 2024
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