V-Lab
Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:16.38% (+0.32%)
Analysis last updated: Tuesday, December 5, 2023 at 02:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5481 | 9.48 | |
| 0.1050 | 46.84 | |
| 0.9822 | 495.56 | |
| 6 | 13.83 |
Estimation Period:
Jan 1, 1991 to Dec 1, 2023
Jan 1, 1991 to Dec 1, 2023
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