Banca Transilvania Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.74% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3736 | 4.80 | |
| 0.1587 | 6.11 | |
| 0.7735 | 24.92 | |
| -0.0109 | -0.31 | |
| 0.0806 | 1.60 | |
| -0.1471 | -4.41 | |
| 0.1439 | 3.40 | |
| -0.1097 | -1.75 | |
| 0.0625 | 1.15 |
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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