Sarajevo Stock Exchange Index 30 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:77.00% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.0295 | 5.01 | |
| 0.0484 | 80.72 | |
| 0.9946 | 942.71 | |
| 2.0014 | 44,475.98 |
Estimation Period:
Feb 15, 2010 to Dec 31, 2025
Feb 15, 2010 to Dec 31, 2025
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