Bucharest Stock Exchange Trading Index MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.29%
decreased by 1.61%
1 Week
15.82%
decreased by 1.08%
1 Month
17.49%
increased by 0.59%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0570 | 11.35 | |
| 0.3388 | 40.51 | |
| 0.6358 | 99.19 |
Estimation Period:
Sep 29, 2006 to May 8, 2026
Sep 29, 2006 to May 8, 2026
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