Sarajevo Stock Exchange Index 30 EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:5.25% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1952 | -9.42 | |
| 0.1569 | 15.82 | |
| 0.8917 | 85.25 | |
| 0.0003 | 0.03 |
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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