Bucharest Stock Exchange Trading Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.68% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 23.49 | |
| 0.1805 | 31.59 | |
| 0.8061 | 175.66 | |
| 0.2666 | 12.76 |
Estimation Period:
Sep 19, 1997 to Feb 20, 2026
Sep 19, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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