Sarajevo Stock Exchange Index 30 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:62.88% (-3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 62.9719 | 5.21 | |
| 0.0482 | 80.69 | |
| 0.9949 | 1,047.22 | |
| 2.0014 | 47,652.64 |
Estimation Period:
Feb 15, 2010 to Dec 24, 2025
Feb 15, 2010 to Dec 24, 2025
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