Bucharest Stock Exchange Trading Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.24% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 22.53 | |
| 0.1733 | 24.18 | |
| 0.7998 | 167.12 | |
| 0.1239 | 9.68 | |
| 2.2971 | 27.67 |
Estimation Period:
Sep 19, 1997 to Feb 13, 2026
Sep 19, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices