Bucharest Stock Exchange Trading Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.98% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 17.13 | |
| 0.1717 | 27.84 | |
| 0.8185 | 163.86 |
Estimation Period:
Sep 19, 1997 to Feb 20, 2026
Sep 19, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices