Sarajevo Stock Exchange Index 30 Asy. MEM Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
5.13%
decreased by 0.07%
1 Week
5.16%
decreased by 0.04%
1 Month
5.28%
increased by 0.08%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 11.27 | |
| 0.0433 | 10.42 | |
| 0.9166 | 157.74 | |
| -0.0067 | -0.95 |
Estimation Period:
Feb 15, 2010 to Apr 30, 2026
Feb 15, 2010 to Apr 30, 2026
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