Pozavarovalnica Sava dd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.65% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 12.18 | |
| 0.1587 | 26.18 | |
| 0.9795 | 572.48 | |
| -0.0306 | -4.54 |
Estimation Period:
Jun 12, 2008 to Feb 6, 2026
Jun 12, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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