Bucharest Stock Exchange Trading Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.57% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0472 | 17.12 | |
| 0.1719 | 27.83 | |
| 0.8185 | 163.87 |
Estimation Period:
Sep 19, 1997 to Jan 30, 2026
Sep 19, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices