Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:16.92% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4379 | 9.59 | |
| 0.1059 | 48.20 | |
| 0.9825 | 510.64 | |
| 5.6941 | 14.29 |
Estimation Period:
Jan 1, 1991 to Jan 16, 2026
Jan 1, 1991 to Jan 16, 2026
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