Banca Transilvania MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.68% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2333 | 12.68 | |
| 0.3070 | 41.05 | |
| 0.6549 | 130.73 |
Estimation Period:
Oct 15, 1997 to Feb 13, 2026
Oct 15, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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