Bucharest Stock Exchange Trading Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.88% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1638 | 21.63 | |
| 0.4159 | 21.12 | |
| 0.2742 | 16.18 | |
| 0.1048 | 2.44 | |
| 0.3401 | 2.40 | |
| 0.6221 | 3.91 |
Estimation Period:
Sep 19, 1997 to Jan 30, 2026
Sep 19, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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