Bucharest Stock Exchange GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.99% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3034 | 18.02 | |
| 0.1754 | 15.05 | |
| 0.6408 | 50.20 | |
| 0.0769 | 2.75 |
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 GJR-GARCH Analyses on International Equities