Bulgarian Stock Exchange AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:78.31% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1317 | 6.40 | |
| 0.0610 | 19.94 | |
| 0.9231 | 137.44 | |
| 0.0498 | 0.21 |
Estimation Period:
Oct 30, 2012 to Feb 6, 2026
Oct 30, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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