Bucharest Stock Exchange EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.06% (+3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1370 | 14.81 | |
| 0.3801 | 35.07 | |
| 0.8169 | 71.84 | |
| -0.0339 | -2.88 |
Estimation Period:
Jun 25, 2010 to Feb 13, 2026
Jun 25, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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