Sarajevo Stock Exchange Index 30 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
73.93%
increased by 6.69%
1 Week
74.71%
increased by 7.47%
1 Month
77.65%
increased by 10.41%
Analysis last updated: Friday, March 27, 2026 at 07:06 PM 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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