Bucharest Stock Exchange GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.41% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4049 | 6.73 | |
| 0.1483 | 16.19 | |
| 0.8962 | 59.33 | |
| 3.1006 | 12.20 |
Estimation Period:
Jun 25, 2010 to Feb 6, 2026
Jun 25, 2010 to Feb 6, 2026
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