Bucharest Stock Exchange Trading Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
11.62%
decreased by 1.30%
1 Week
13.56%
increased by 0.64%
1 Month
16.60%
increased by 3.68%
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 | |
|---|---|---|
| 21 | ||
| 0.1673 | 22.37 | |
| 0.4279 | 22.19 | |
| 0.2730 | 16.39 | |
| 0.0911 | 2.78 | |
| 0.2882 | 2.69 | |
| 0.6777 | 5.63 |
Estimation Period:
Sep 19, 1997 to Jun 5, 2026
Sep 19, 1997 to Jun 5, 2026
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