Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:13.69% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4571 | 9.50 | |
| 0.1061 | 48.03 | |
| 0.9826 | 510.70 | |
| 5.6953 | 14.23 |
Estimation Period:
Jan 1, 1991 to Oct 24, 2025
Jan 1, 1991 to Oct 24, 2025
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