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V-Lab
Sarajevo Stock Exchange Index 30 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:-0.00% (-1.67%)
Analysis last updated: Friday, November 14, 2025 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sarajevo Stock Exchange Index 30 MF2-GARCH
paramt-stat
m76
α0.75007,499,900.00
β0.0000100.00
γ0.50005,000,000.00
λ17.006323.21
λ20.300026.79
λ30.00000.00
Estimation Period:
Feb 15, 2010 to Jun 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts