Bucharest Stock Exchange Trading Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.95%
decreased by 0.87%
1 Week
13.83%
increased by 0.01%
1 Month
16.70%
increased by 2.88%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 24.00 | |
| 0.1349 | 18.06 | |
| 0.8082 | 166.08 | |
| 0.0954 | 8.81 |
Estimation Period:
Sep 19, 1997 to Jun 5, 2026
Sep 19, 1997 to Jun 5, 2026
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