Sarajevo Stock Exchange Index 30 EGARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:6.48% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1793 | -8.64 | |
| 0.1457 | 14.61 | |
| 0.9000 | 85.63 | |
| 0.0007 | 0.08 |
Estimation Period:
Feb 15, 2010 to Jun 5, 2025
Feb 15, 2010 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
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