Sarajevo Stock Exchange Index 30 APARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:4.81% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 6.78 | |
| 0.0495 | 12.54 | |
| 0.9018 | 99.27 | |
| 0.0005 | 0.02 | |
| 1.9469 | 20.91 |
Estimation Period:
Feb 15, 2010 to Jun 5, 2025
Feb 15, 2010 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
Other Sarajevo Stock Exchange Index 30 Analyses
Other APARCH Analyses on Equity Indices