Sarajevo Stock Exchange Index 30 EGARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
6.95%
increased by 2.39%
1 Week
6.84%
increased by 2.28%
1 Month
6.62%
increased by 2.06%
Analysis last updated: Friday, March 20, 2026 at 10:40 PM UTC
Parameter 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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