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

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V-Lab

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

Volatility Prediction for Monday, January 13th, 2025:11.87% (+0.80%)

Analysis last updated: Saturday, January 11, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4925	9.27
$α$	0.1045	48.11
$β$	0.9830	509.34
$ν$	6	14.33

Estimation Period:
Jan 1, 1991 to Jan 10, 2025

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