Bucharest Stock Exchange Trading Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.53% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 18.98 | |
| 0.2778 | 22.19 | |
| 0.9611 | 505.84 | |
| -0.0412 | -5.64 |
Estimation Period:
Sep 19, 1997 to Feb 13, 2026
Sep 19, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices