Bucharest Stock Exchange Trading Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.56% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1652 | 21.86 | |
| 0.4155 | 21.05 | |
| 0.2744 | 16.20 | |
| 0.1014 | 2.50 | |
| 0.3283 | 2.46 | |
| 0.6347 | 4.23 |
Estimation Period:
Sep 19, 1997 to Feb 20, 2026
Sep 19, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices