Bucharest Stock Exchange Trading Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.98% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 19.00 | |
| 0.2779 | 22.19 | |
| 0.9611 | 506.40 | |
| -0.0412 | -5.64 |
Estimation Period:
Sep 19, 1997 to Jan 30, 2026
Sep 19, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices