V-Lab
Sarajevo Stock Exchange Index 30 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:5.78% (+0.63%)
Analysis last updated: Saturday, March 25, 2023, 03:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 7.37 | |
| 0.0486 | 10.32 | |
| 0.9054 | 99.27 | |
| 0.0004 | 0.05 |
Estimation Period:
Feb 15, 2010 to Mar 24, 2023
Feb 15, 2010 to Mar 24, 2023
News Impact Curve
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