Sarajevo Stock Exchange Index 30 APARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:4.99% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0109 | 6.81 | |
| 0.0621 | 13.98 | |
| 0.8765 | 80.12 | |
| 0.0233 | 0.97 | |
| 1.8258 | 20.47 |
Estimation Period:
Feb 15, 2010 to Dec 31, 2025
Feb 15, 2010 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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