V-Lab
Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 3rd, 2024:15.83% (-0.81%)
Analysis last updated: Tuesday, December 3, 2024 at 07:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0788 | 20.14 | |
| 0.1083 | 25.52 | |
| 0.8222 | 160.31 | |
| 0.0800 | 6.60 |
Estimation Period:
Jan 1, 1991 to Nov 29, 2024
Jan 1, 1991 to Nov 29, 2024
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