Bucharest Stock Exchange Trading Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
13.07%
decreased by 0.80%
1 Week
14.01%
increased by 0.14%
1 Month
17.03%
increased by 3.16%
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 | |
|---|---|---|
| 0.0483 | 23.73 | |
| 0.1830 | 31.93 | |
| 0.8029 | 173.95 | |
| 0.2657 | 12.94 |
Estimation Period:
Sep 19, 1997 to Jun 5, 2026
Sep 19, 1997 to Jun 5, 2026
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