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

V-Lab

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

Volatility Prediction for Monday, August 15th, 2022:26.70% (-0.77%)

Analysis last updated: Monday, August 15, 2022, 02:12 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	2.6691	9.20
$α$	0.1069	47.16
$β$	0.9825	492.26
$ν$	6	14.25

Estimation Period:
Jan 1, 1991 to Aug 12, 2022

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AGARCH
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V-Lab

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

Volatility Prediction for Monday, August 15th, 2022:26.70% (-0.77%)

Date Range:

Parameter Estimates

Other Budapest Stock Exchange Budapest Stock Index Analyses