Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:34.94% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4672 | 9.53 | |
| 0.1057 | 48.51 | |
| 0.9827 | 514.78 | |
| 5.6886 | 14.37 |
Estimation Period:
Jan 1, 1991 to Mar 6, 2026
Jan 1, 1991 to Mar 6, 2026
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