Bucharest Stock Exchange Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.78% (+4.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1360 | 6.77 | |
| 0.2090 | 5.67 | |
| 0.6127 | 10.57 | |
| -0.0507 | -1.33 | |
| 0.0894 | 1.63 | |
| -0.0809 | -1.97 | |
| 0.1386 | 2.24 |
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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