Bulgarian Stock Exchange Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:125.65% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9900 | 3.55 | |
| 0.1171 | 4.74 | |
| 0.7532 | 15.13 | |
| 0.7118 | 1.59 | |
| -1.1002 | -1.72 | |
| 0.1840 | 0.46 | |
| 0.6471 | 1.70 | |
| -0.7037 | -1.68 | |
| 0.3346 | 0.73 | |
| -0.0920 | -0.18 | |
| -0.3066 | -0.47 | |
| 2.4310 | 2.00 |
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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