Sarajevo Stock Exchange Index 30 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:-0.00% (-2.35%)
Parameter Estimates
param | t-stat | |
---|---|---|
76 | ||
0.7500 | 7,499,900.00 | |
0.0000 | 100.00 | |
0.5000 | 5,000,000.00 | |
7.0063 | 23.21 | |
0.3000 | 26.79 | |
0.0000 | 0.00 |
Estimation Period:
Feb 15, 2010 to Jun 5, 2025
Feb 15, 2010 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
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