V-Lab
Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 29th, 2025:11.92% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4689 | 9.48 | |
| 0.1062 | 47.54 | |
| 0.9823 | 499.89 | |
| 5.6716 | 14.15 |
Estimation Period:
Jan 1, 1991 to Jul 25, 2025
Jan 1, 1991 to Jul 25, 2025
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