Himsnab Bulgaria AD Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:492.48% (+117.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5300 | 2.96 | |
| 0.1023 | 4.22 | |
| 0.8968 | 38.94 | |
| 0.2631 | 0.10 | |
| -1.1025 | -0.33 | |
| 2.2354 | 0.77 | |
| -2.4540 | -0.89 | |
| 1.5460 | 0.96 | |
| -1.0158 | -0.77 | |
| 0.5664 | 0.42 | |
| 0.6668 | 0.47 | |
| -2.1046 | -1.24 | |
| 6.2833 | 2.30 |
Estimation Period:
Mar 1, 2012 to Jan 1, 2026
Mar 1, 2012 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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