V-Lab
Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:25.65% (+1.48%)
Analysis last updated: Friday, December 9, 2022, 05:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6372 | 9.36 | |
| 0.1067 | 46.96 | |
| 0.9823 | 492.89 | |
| 6 | 14.02 |
Estimation Period:
Jan 1, 1991 to Dec 2, 2022
Jan 1, 1991 to Dec 2, 2022
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