Bucharest Stock Exchange Trading Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.16% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 23.47 | |
| 0.1806 | 31.57 | |
| 0.8060 | 175.37 | |
| 0.2667 | 12.75 |
Estimation Period:
Sep 19, 1997 to Feb 6, 2026
Sep 19, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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