Bucharest Stock Exchange Trading Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.16% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 17.12 | |
| 0.1718 | 27.83 | |
| 0.8185 | 163.72 |
Estimation Period:
Sep 19, 1997 to Feb 6, 2026
Sep 19, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices