Closing Price: | HUF 92,985.05 | Return: | 0.02% |
Average Week Vol: | 27.97% | Average Month Vol: | 31.84% |
Min Vol: | 8.87% | Max Vol: | 125.31% |
Average Vol: | 24.60% | Vol of Vol: | 29.40% |
param | t-stat | |
---|---|---|
2.5161 | 9.34 | |
0.1054 | 47.87 | |
0.9828 | 507.38 | |
5.6605 | 14.27 |
Other GAS-GARCH Student T Analyses on Equity Indices