Bucharest Stock Exchange Trading Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
13.88%
decreased by 1.23%
1 Week
14.58%
decreased by 0.53%
1 Month
17.11%
increased by 2.00%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 19.15 | |
| 0.2803 | 22.29 | |
| 0.9600 | 496.90 | |
| -0.0418 | -5.74 |
Estimation Period:
Sep 19, 1997 to Jun 5, 2026
Sep 19, 1997 to Jun 5, 2026
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