Bucharest Stock Exchange Trading Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.44% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 23.46 | |
| 0.1808 | 31.58 | |
| 0.8060 | 175.40 | |
| 0.2666 | 12.76 |
Estimation Period:
Sep 19, 1997 to Jan 30, 2026
Sep 19, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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