V-Lab
Budapest Stock Exchange Budapest Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:23.92% (+1.30%)
Analysis last updated: Wednesday, March 22, 2023, 04:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0144 | 3.13 | |
| 0.1467 | 7.29 | |
| 0.7922 | 32.56 | |
| 0.0845 | 2.54 | |
| -0.1551 | -3.47 | |
| 0.1231 | 5.24 | |
| -0.0984 | -5.23 | |
| 0.0776 | 4.51 | |
| -0.0401 | -3.15 |
Estimation Period:
Jan 1, 1991 to Mar 17, 2023
Jan 1, 1991 to Mar 17, 2023
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