V-Lab
Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:17.49% (+4.22%)
Analysis last updated: Thursday, November 21, 2024 at 02:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0948 | 17.77 | |
| 0.7475 | 107.19 | |
| 0.1087 | 15.30 | |
| 0.3682 | 1.15 | |
| 0.8333 | 1.19 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1991 to Nov 15, 2024
Jan 1, 1991 to Nov 15, 2024
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