Banca Transilvania Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.42% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3610 | 4.74 | |
| 0.1597 | 6.28 | |
| 0.7737 | 25.23 | |
| -0.0140 | -0.40 | |
| 0.0859 | 1.69 | |
| -0.1516 | -4.32 | |
| 0.1491 | 3.04 | |
| -0.1184 | -1.46 | |
| 0.0837 | 0.76 |
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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