V-Lab
Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 19th, 2024:12.43% (-0.35%)
Analysis last updated: Thursday, September 19, 2024 at 07:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0802 | 19.93 | |
| 0.1087 | 25.48 | |
| 0.8210 | 158.08 | |
| 0.0809 | 6.61 |
Estimation Period:
Jan 1, 1991 to Sep 13, 2024
Jan 1, 1991 to Sep 13, 2024
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