V-Lab
Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:23.67% (+2.39%)
Analysis last updated: Wednesday, March 22, 2023, 04:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6089 | 9.42 | |
| 0.1063 | 46.64 | |
| 0.9820 | 487.60 | |
| 6 | 13.92 |
Estimation Period:
Jan 1, 1991 to Mar 17, 2023
Jan 1, 1991 to Mar 17, 2023
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