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V-Lab

Sarajevo Stock Exchange Index 30 MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, May 4th, 2026

1 Day

1.09%

decreased by 2.28%

1 Week

1.32%

decreased by 2.05%

1 Month

1.49%

decreased by 1.88%

Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC

Date Range:

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graph of Sarajevo Stock Exchange Index 30 MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time