V-Lab
Budapest Stock Exchange Budapest Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:16.24% (-0.56%)
Analysis last updated: Wednesday, October 4, 2023 at 04:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9911 | 3.06 | |
| 0.1447 | 7.25 | |
| 0.7949 | 33.06 | |
| 0.0762 | 2.34 | |
| -0.1416 | -3.26 | |
| 0.1147 | 5.10 | |
| -0.0932 | -5.19 | |
| 0.0750 | 4.56 | |
| -0.0396 | -3.27 |
Estimation Period:
Jan 1, 1991 to Sep 29, 2023
Jan 1, 1991 to Sep 29, 2023
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