Bucharest Stock Exchange Trading Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
11.59%
decreased by 0.10%
1 Week
12.58%
increased by 0.89%
1 Month
15.76%
increased by 4.07%
Analysis last updated: Friday, June 12, 2026 at 06:21 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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