Bucharest Stock Exchange Trading Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.62%
decreased by 1.91%
1 Week
16.07%
decreased by 1.46%
1 Month
17.51%
decreased by 0.02%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 31.04 | |
| 0.2620 | 36.80 | |
| 0.6535 | 110.50 | |
| 0.1154 | 10.08 |
Estimation Period:
Sep 29, 2006 to May 8, 2026
Sep 29, 2006 to May 8, 2026
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