V-Lab: Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis

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V-Lab

Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 21st, 2025:16.08% (+1.47%)

Analysis last updated: Tuesday, January 21, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4878	9.32
$α$	0.1046	47.95
$β$	0.9829	508.22
$ν$	6	14.25

Estimation Period:
Jan 1, 1991 to Jan 17, 2025

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