Bucharest Stock Exchange Trading Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.84% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1646 | 21.74 | |
| 0.4165 | 21.12 | |
| 0.2736 | 16.15 | |
| 0.1024 | 2.49 | |
| 0.3318 | 2.44 | |
| 0.6309 | 4.13 |
Estimation Period:
Sep 19, 1997 to Feb 6, 2026
Sep 19, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices