Sarajevo Stock Exchange Index 30 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
92.69%
decreased by 4.34%
1 Week
93.16%
decreased by 3.87%
1 Month
94.94%
decreased by 2.09%
Analysis last updated: Saturday, April 25, 2026 at 02:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71.4118 | 5.56 | |
| 0.0469 | 80.74 | |
| 0.9954 | 1,259.97 | |
| 2.0013 | 60,644.30 |
Estimation Period:
Feb 15, 2010 to Mar 19, 2026
Feb 15, 2010 to Mar 19, 2026
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