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V-Lab

Bulgarian Stock Exchange Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:125.65% (-0.02%)
Analysis last updated: Thursday, February 12, 2026 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bulgarian Stock Exchange SGARCH
paramt-stat
ω0.99003.55
α0.11714.74
β0.753215.13
γ10.71181.59
γ2-1.1002-1.72
γ30.18400.46
γ40.64711.70
γ5-0.7037-1.68
γ60.33460.73
γ7-0.0920-0.18
γ8-0.3066-0.47
γ92.43102.00
Estimation Period:
Oct 30, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts