V-Lab
Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 23rd, 2025:25.71% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0747 | 20.62 | |
| 0.1460 | 27.63 | |
| 0.8246 | 163.44 |
Estimation Period:
Jan 1, 1991 to Apr 18, 2025
Jan 1, 1991 to Apr 18, 2025
News Impact Curve
Volatility Forecasts
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