V-Lab
Sarajevo Stock Exchange Index 30 EGARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:5.41% (+0.02%)
Analysis last updated: Friday, December 1, 2023 at 05:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1622 | -7.69 | |
| 0.1467 | 13.81 | |
| 0.9082 | 84.24 | |
| -0.0004 | -0.05 |
Estimation Period:
Feb 15, 2010 to Sep 29, 2023
Feb 15, 2010 to Sep 29, 2023
News Impact Curve
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