V-Lab
Sarajevo Stock Exchange Index 30 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:0.00% (-2.79%)
Analysis last updated: Friday, December 1, 2023 at 05:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 7.0055 | 11.58 | |
| 0.3000 | 13.47 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 15, 2010 to Sep 29, 2023
Feb 15, 2010 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other Sarajevo Stock Exchange Index 30 Analyses