V-Lab
Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:17.56% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4648 | 9.51 | |
| 0.1062 | 47.58 | |
| 0.9823 | 503.24 | |
| 5.6860 | 14.14 |
Estimation Period:
Jan 1, 1991 to Sep 12, 2025
Jan 1, 1991 to Sep 12, 2025
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