V-Lab
Sarajevo Stock Exchange Index 30 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:6.04% (-0.16%)
Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 7.91 | |
| 0.0472 | 10.64 | |
| 0.9092 | 112.32 | |
| 0.0014 | 0.16 |
Estimation Period:
Feb 15, 2010 to Sep 29, 2023
Feb 15, 2010 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other Sarajevo Stock Exchange Index 30 Analyses