Sarajevo Stock Exchange Index 30 GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
5.55%
decreased by 0.15%
1 Week
5.59%
decreased by 0.11%
1 Month
5.69%
decreased by 0.01%
Analysis last updated: Friday, April 10, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 8.80 | |
| 0.0549 | 10.57 | |
| 0.8656 | 75.20 | |
| 0.0093 | 0.90 |
Estimation Period:
Feb 15, 2010 to Mar 19, 2026
Feb 15, 2010 to Mar 19, 2026
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