Banca Transilvania MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.10% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1347 | 25.30 | |
| 0.8326 | 184.57 | |
| 0.0639 | 5.76 | |
| 2.6167 | 13.86 | |
| 0.0000 | 0.01 | |
| 0.9830 | 298.97 |
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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