V-Lab
Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:17.31% (+2.44%)
Analysis last updated: Thursday, November 21, 2024 at 02:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4957 | 9.29 | |
| 0.1043 | 47.88 | |
| 0.9829 | 506.11 | |
| 6 | 14.27 |
Estimation Period:
Jan 1, 1991 to Nov 15, 2024
Jan 1, 1991 to Nov 15, 2024
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