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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 Friday, June 19th, 2026

1 Day

0.86%

decreased by 6.44%

1 Week

1.49%

decreased by 5.81%

1 Month

2.68%

decreased by 4.62%

Analysis last updated: Friday, June 19, 2026 at 09:55 PM 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