Sarajevo Stock Exchange Index 30 GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
5.45%
decreased by 0.15%
1 Week
5.50%
decreased by 0.10%
1 Month
5.64%
increased by 0.04%
Analysis last updated: Friday, June 19, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 8.85 | |
| 0.0542 | 10.64 | |
| 0.8648 | 75.12 | |
| 0.0104 | 1.01 |
Estimation Period:
Feb 15, 2010 to Apr 30, 2026
Feb 15, 2010 to Apr 30, 2026
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