Sarajevo Stock Exchange Index 30 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
73.94%
decreased by 4.23%
1 Week
74.77%
decreased by 3.40%
1 Month
77.93%
decreased by 0.24%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 74.9868 | 5.52 | |
| 0.0462 | 80.37 | |
| 0.9953 | 1,239.53 | |
| 2.0012 | 62,537.38 |
Estimation Period:
Feb 15, 2010 to Apr 30, 2026
Feb 15, 2010 to Apr 30, 2026
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