Sarajevo Stock Exchange Index 30 MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:2.10% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0198 | 7.62 | |
| 1.0000 | 971.81 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 15, 2010 to Mar 19, 2026
Feb 15, 2010 to Mar 19, 2026
News Impact Curve
Volatility Forecasts
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