Banca Transilvania APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.37% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 8.92 | |
| 0.1657 | 24.64 | |
| 0.8343 | 155.36 | |
| 0.0922 | 5.49 | |
| 1.8502 | 16.06 |
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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