Banca Transilvania EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.18% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0965 | 21.36 | |
| 0.2966 | 42.08 | |
| 0.9554 | 362.16 | |
| -0.0315 | -4.74 |
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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