Sarajevo Stock Exchange Index 30 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:4.68% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0068 | 8.12 | |
| 0.0482 | 11.03 | |
| 0.9012 | 101.30 | |
| 0.0005 | 0.05 |
Estimation Period:
Feb 15, 2010 to Jun 5, 2025
Feb 15, 2010 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
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