Banca Transilvania GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.72% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1247 | 17.81 | |
| 0.1400 | 20.76 | |
| 0.8304 | 178.50 | |
| 0.0592 | 4.15 |
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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