Bucharest Stock Exchange Trading Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.12%
decreased by 0.67%
1 Week
13.08%
increased by 0.29%
1 Month
16.21%
increased by 3.42%
Analysis last updated: Wednesday, June 10, 2026 at 05:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 22.71 | |
| 0.1760 | 24.53 | |
| 0.7965 | 165.35 | |
| 0.1245 | 9.85 | |
| 2.2946 | 27.59 |
Estimation Period:
Sep 19, 1997 to Jun 5, 2026
Sep 19, 1997 to Jun 5, 2026
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