Bucharest Stock Exchange Trading Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.41% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 29.74 | |
| 0.2535 | 35.14 | |
| 0.6626 | 110.01 | |
| 0.1161 | 10.11 |
Estimation Period:
Sep 29, 2006 to Aug 14, 2025
Sep 29, 2006 to Aug 14, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices