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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.7384 | 7,384,070.00 | |
| 0.0116 | 115,930.00 | |
| 0.5000 | 5,000,000.00 | |
| 6.5251 | 9.90 | |
| 0.5365 | 9.25 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 15, 2010 to Apr 30, 2026
Feb 15, 2010 to Apr 30, 2026
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