Bucharest Stock Exchange Trading Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
13.32%
decreased by 1.52%
1 Week
13.96%
decreased by 0.88%
1 Month
16.06%
increased by 1.22%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0070 | 5.91 | |
| 0.1403 | 51.98 | |
| 0.9847 | 388.31 | |
| 4.5703 | 21.68 |
Estimation Period:
Sep 19, 1997 to Jun 5, 2026
Sep 19, 1997 to Jun 5, 2026
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