V-Lab
Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:14.36% (-0.69%)
Analysis last updated: Saturday, December 21, 2024 at 07:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 20.12 | |
| 0.1082 | 25.52 | |
| 0.8225 | 160.64 | |
| 0.0800 | 6.61 |
Estimation Period:
Jan 1, 1991 to Dec 20, 2024
Jan 1, 1991 to Dec 20, 2024
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