Banca Transilvania GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.29% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1186 | 15.61 | |
| 0.1667 | 28.00 | |
| 0.8333 | 184.72 |
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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