Banca Transilvania AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.68% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1311 | 22.12 | |
| 0.1828 | 33.21 | |
| 0.8185 | 206.95 | |
| 0.1978 | 3.94 |
Estimation Period:
Oct 15, 1997 to Feb 6, 2026
Oct 15, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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