V-Lab
Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, September 19th, 2024:11.48% (-0.59%)
Analysis last updated: Thursday, September 19, 2024 at 07:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4940 | 9.42 | |
| 0.1047 | 47.34 | |
| 0.9824 | 498.94 | |
| 6 | 14.05 |
Estimation Period:
Jan 1, 1991 to Sep 13, 2024
Jan 1, 1991 to Sep 13, 2024
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