Sarajevo Stock Exchange Index 30 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:46.64% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.1760 | 6.37 | |
| 0.0444 | 76.41 | |
| 0.9961 | 1,763.02 | |
| 2.0020 | 43,522.65 |
Estimation Period:
Feb 15, 2010 to Jun 5, 2025
Feb 15, 2010 to Jun 5, 2025
Other Sarajevo Stock Exchange Index 30 Analyses
Other GAS-GARCH Student T Analyses on Equity Indices