Sarajevo Stock Exchange Index 30 APARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
5.46%
decreased by 0.16%
1 Week
5.53%
decreased by 0.09%
1 Month
5.70%
increased by 0.08%
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 | |
|---|---|---|
| 0.0118 | 6.86 | |
| 0.0629 | 13.91 | |
| 0.8689 | 74.91 | |
| 0.0342 | 1.40 | |
| 1.8350 | 19.99 |
Estimation Period:
Feb 15, 2010 to Mar 19, 2026
Feb 15, 2010 to Mar 19, 2026
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