V-Lab
Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:17.09% (-0.81%)
Analysis last updated: Wednesday, October 4, 2023 at 04:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0835 | 19.46 | |
| 0.1091 | 25.21 | |
| 0.8198 | 153.12 | |
| 0.0815 | 6.44 |
Estimation Period:
Jan 1, 1991 to Sep 29, 2023
Jan 1, 1991 to Sep 29, 2023
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