V-Lab
V-Lab
Sarajevo Stock Exchange Index 30 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 3rd, 2025:4.96% (-0.07%)
Analysis last updated: Saturday, October 4, 2025 at 12:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sarajevo Stock Exchange Index 30 GJR-GARCH
paramt-stat
ω0.00688.12
α0.048211.03
β0.9012101.30
γ0.00050.05
Estimation Period:
Feb 15, 2010 to Jun 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts