Bucharest Stock Exchange Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.64% (+5.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3222 | 11.54 | |
| 0.2101 | 5.95 | |
| 0.6051 | 10.87 | |
| 0.0025 | 3.54 |
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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