Sarajevo Stock Exchange Index 30 GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
5.62%
decreased by 0.15%
1 Week
5.64%
decreased by 0.13%
1 Month
5.71%
decreased by 0.06%
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 | |
|---|---|---|
| 0.0093 | 8.27 | |
| 0.0553 | 14.90 | |
| 0.8751 | 76.74 |
Estimation Period:
Feb 15, 2010 to Mar 19, 2026
Feb 15, 2010 to Mar 19, 2026
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