Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2025:13.16% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4488 | 9.54 | |
| 0.1057 | 48.21 | |
| 0.9827 | 518.05 | |
| 5.7187 | 14.20 |
Estimation Period:
Jan 1, 1991 to Dec 5, 2025
Jan 1, 1991 to Dec 5, 2025
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