V-Lab
Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:16.01% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4723 | 9.51 | |
| 0.1063 | 47.36 | |
| 0.9822 | 497.55 | |
| 5.6729 | 14.10 |
Estimation Period:
Jan 1, 1991 to Jul 4, 2025
Jan 1, 1991 to Jul 4, 2025
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