V-Lab
V-Lab
Sarajevo Stock Exchange Index 30 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 5th, 2025:8.21% (-0.34%)
Analysis last updated: Friday, May 2, 2025 at 11:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sarajevo Stock Exchange Index 30 GJR-GARCH
paramt-stat
ω0.00728.02
α0.050110.90
β0.896494.36
γ0.00020.03
Estimation Period:
Feb 15, 2010 to Apr 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts