Sarajevo Stock Exchange Index 30 AGARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
5.45%
decreased by 0.15%
1 Week
5.51%
decreased by 0.09%
1 Month
5.64%
increased by 0.04%
Analysis last updated: Friday, April 17, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 8.41 | |
| 0.0582 | 15.39 | |
| 0.8679 | 73.85 | |
| 0.0228 | 1.35 |
Estimation Period:
Feb 15, 2010 to Mar 19, 2026
Feb 15, 2010 to Mar 19, 2026
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