Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:10.26% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4531 | 9.50 | |
| 0.1057 | 48.58 | |
| 0.9830 | 524.27 | |
| 5.7214 | 14.30 |
Estimation Period:
Jan 1, 1991 to Dec 26, 2025
Jan 1, 1991 to Dec 26, 2025
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