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V-Lab

Bulgarian Stock Exchange Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.51% (+0.27%)
Analysis last updated: Friday, February 13, 2026 at 07:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bulgarian Stock Exchange S0GARCH
paramt-stat
ω0.99563.63
α0.12624.46
β0.709613.14
γ10.88761.57
γ2-1.2736-1.54
γ30.14390.26
γ40.47190.90
γ5-0.0900-0.17
γ6-0.4320-0.93
γ70.61351.36
γ8-0.9087-1.65
γ91.61871.73
γ10-1.6227-1.64
Estimation Period:
Oct 30, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts