Bucharest Stock Exchange Trading Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.97% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1178 | 5.67 | |
| 0.1370 | 53.40 | |
| 0.9860 | 408.11 | |
| 4.5368 | 22.08 |
Estimation Period:
Sep 19, 1997 to Feb 13, 2026
Sep 19, 1997 to Feb 13, 2026
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