V-Lab
Sarajevo Stock Exchange Index 30 Asy. MEM Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:5.69% (+0.52%)
Analysis last updated: Saturday, March 25, 2023, 03:19 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 10.98 | |
| 0.0467 | 9.45 | |
| 0.9292 | 180.61 | |
| -0.0144 | -1.94 |
Estimation Period:
Feb 15, 2010 to Mar 24, 2023
Feb 15, 2010 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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