Bucharest Stock Exchange GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.00% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3056 | 19.60 | |
| 0.2153 | 25.96 | |
| 0.6378 | 51.77 |
Estimation Period:
Jun 25, 2010 to Feb 6, 2026
Jun 25, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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