Sarajevo Stock Exchange Index 30 EGARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
5.18%
decreased by 0.10%
1 Week
5.41%
increased by 0.13%
1 Month
5.92%
increased by 0.64%
Analysis last updated: Friday, April 10, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2032 | -9.42 | |
| 0.1549 | 15.38 | |
| 0.8879 | 81.59 | |
| -0.0007 | -0.08 |
Estimation Period:
Feb 15, 2010 to Mar 19, 2026
Feb 15, 2010 to Mar 19, 2026
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