V-Lab
Sarajevo Stock Exchange Index 30 EGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:6.20% (+0.79%)
Analysis last updated: Saturday, March 25, 2023, 03:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1778 | -7.95 | |
| 0.1515 | 13.74 | |
| 0.8992 | 78.61 | |
| 0.0003 | 0.03 |
Estimation Period:
Feb 15, 2010 to Mar 24, 2023
Feb 15, 2010 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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