V-Lab
Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 22nd, 2025:12.87% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4673 | 9.46 | |
| 0.1062 | 47.60 | |
| 0.9823 | 500.17 | |
| 5.6662 | 14.19 |
Estimation Period:
Jan 1, 1991 to Aug 19, 2025
Jan 1, 1991 to Aug 19, 2025
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