V-Lab
Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:13.88% (-0.95%)
Analysis last updated: Saturday, December 21, 2024 at 07:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4811 | 9.36 | |
| 0.1042 | 47.68 | |
| 0.9827 | 504.99 | |
| 6 | 14.14 |
Estimation Period:
Jan 1, 1991 to Dec 20, 2024
Jan 1, 1991 to Dec 20, 2024
Other Budapest Stock Exchange Budapest Stock Index Analyses