Bucharest Stock Exchange Trading Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.89% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 23.83 | |
| 0.1333 | 17.96 | |
| 0.8114 | 167.58 | |
| 0.0937 | 8.72 |
Estimation Period:
Sep 19, 1997 to Feb 13, 2026
Sep 19, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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