Banca Transilvania GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.49% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0719 | 4.07 | |
| 0.1364 | 47.01 | |
| 0.9826 | 230.83 | |
| 3.5734 | 25.54 |
Estimation Period:
Oct 15, 1997 to Feb 6, 2026
Oct 15, 1997 to Feb 6, 2026
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