Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:14.67% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4540 | 9.53 | |
| 0.1059 | 48.13 | |
| 0.9827 | 514.48 | |
| 5.7090 | 14.21 |
Estimation Period:
Jan 1, 1991 to Nov 14, 2025
Jan 1, 1991 to Nov 14, 2025
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