Sarajevo Stock Exchange Index 30 Asy. Power MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
6.47%
decreased by 0.13%
1 Week
6.40%
decreased by 0.20%
1 Month
6.18%
decreased by 0.42%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 8.38 | |
| 0.0399 | 11.84 | |
| 0.9166 | 158.14 | |
| -0.0422 | -1.84 | |
| 1.9993 | 22.82 |
Estimation Period:
Feb 15, 2010 to Apr 30, 2026
Feb 15, 2010 to Apr 30, 2026
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