Bulgarian Stock Exchange MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.84% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0432 | 0.36 | |
| 0.4649 | 2.40 | |
| -0.0053 | -0.13 | |
| 2.2318 | 0.10 | |
| 0.6711 | 0.24 | |
| 0.0000 | 0.00 |
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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