V-Lab
V-Lab
Bucharest Stock Exchange Trading Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:12.23% (-0.48%)

Analysis last updated: Friday, April 19, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bucharest Stock Exchange Trading Index EGARCH
paramt-stat
ω0.040718.19
α0.275721.17
β0.9620493.32
γ-0.0396-5.28
Estimation Period:
Sep 19, 1997 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts