CBOE Volatility Index

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	param	t-stat
$ω$	0.0092	8.64
$α$	0.0547	10.96
$β$	0.8744	80.87
$γ$	0.0065	0.66

V-Lab

Sarajevo Stock Exchange Index 30 GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:6.44% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sarajevo Stock Exchange Index 30 Analyses