Bulgarian Stock Exchange Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.51% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9956 | 3.63 | |
| 0.1262 | 4.46 | |
| 0.7096 | 13.14 | |
| 0.8876 | 1.57 | |
| -1.2736 | -1.54 | |
| 0.1439 | 0.26 | |
| 0.4719 | 0.90 | |
| -0.0900 | -0.17 | |
| -0.4320 | -0.93 | |
| 0.6135 | 1.36 | |
| -0.9087 | -1.65 | |
| 1.6187 | 1.73 | |
| -1.6227 | -1.64 |
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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