V-Lab
Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:14.61% (+0.91%)
Analysis last updated: Tuesday, January 21, 2025 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0775 | 20.24 | |
| 0.1084 | 25.61 | |
| 0.8227 | 161.77 | |
| 0.0799 | 6.65 |
Estimation Period:
Jan 1, 1991 to Jan 17, 2025
Jan 1, 1991 to Jan 17, 2025
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