Bucharest Stock Exchange AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.78% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3135 | 19.10 | |
| 0.2183 | 26.65 | |
| 0.6294 | 51.65 | |
| 0.0937 | 2.26 |
Estimation Period:
Jun 25, 2010 to Feb 6, 2026
Jun 25, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bucharest Stock Exchange Analyses
Other AGARCH Analyses on International Equities