Bulgarian Stock Exchange EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.12% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0740 | 4.39 | |
| 0.1222 | 7.75 | |
| 0.9739 | 113.41 | |
| 0.0021 | 0.14 |
Estimation Period:
Oct 30, 2012 to Feb 6, 2026
Oct 30, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bulgarian Stock Exchange Analyses
Other EGARCH Analyses on International Equities