Sarajevo Stock Exchange Index 30 MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
6.37%
decreased by 0.13%
1 Week
6.31%
decreased by 0.19%
1 Month
6.13%
decreased by 0.37%
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 | 8.96 | |
| 0.0405 | 11.83 | |
| 0.9167 | 158.29 |
Estimation Period:
Feb 15, 2010 to Apr 30, 2026
Feb 15, 2010 to Apr 30, 2026
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