V-Lab
V-Lab
Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:18.10% (+3.28%)

Analysis last updated: Thursday, November 21, 2024 at 02:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Budapest Stock Exchange Budapest Stock Index GJR-GARCH
paramt-stat
ω0.078720.07
α0.108325.52
β0.8222160.11
γ0.08036.61
Estimation Period:
Jan 1, 1991 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts