V-Lab: Sarajevo Stock Exchange Index 30 MF2-GARCH Volatility Analysis

V-Lab

Sarajevo Stock Exchange Index 30 MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 12th, 2025:0.00% (-2.64%)

Analysis last updated: Friday, September 12, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	7.0063	23.21
$λ_{2}$	0.3000	26.79
$λ_{3}$	0.0000	0.00

Estimation Period:
Feb 15, 2010 to Jun 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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