V-Lab
Sarajevo Stock Exchange Index 30 Asy. MEM Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:6.38% (-0.13%)
Analysis last updated: Friday, December 1, 2023 at 05:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 10.39 | |
| 0.0454 | 9.65 | |
| 0.9307 | 181.95 | |
| -0.0128 | -1.76 |
Estimation Period:
Feb 15, 2010 to Sep 29, 2023
Feb 15, 2010 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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