Bucharest Stock Exchange MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.95% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1536 | 16.28 | |
| 0.5777 | 29.60 | |
| 0.0995 | 6.97 | |
| 1.0838 | 0.91 | |
| 0.4292 | 1.17 | |
| 0.0000 | 0.00 |
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 MF2-GARCH Analyses on International Equities