Bucharest Stock Exchange Trading Index APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.79%
decreased by 0.78%
1 Week
13.69%
increased by 0.12%
1 Month
16.68%
increased by 3.11%
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 | |
|---|---|---|
| 0.0527 | 22.71 | |
| 0.1760 | 24.53 | |
| 0.7965 | 165.35 | |
| 0.1245 | 9.85 | |
| 2.2946 | 27.59 |
Estimation Period:
Sep 19, 1997 to Jun 5, 2026
Sep 19, 1997 to Jun 5, 2026
Other APARCH Analyses on Equity Indices