V-Lab
Sarajevo Stock Exchange Index 30 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:0.00% (-4.15%)
Analysis last updated: Saturday, January 18, 2025 at 08:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.7197 | 7197260.00 | |
| 0.0303 | 302740.00 | |
| 0.5000 | 5000000.00 | |
| 0.4250 | 6.47 | |
| 0.9596 | 6.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 15, 2010 to Dec 31, 2024
Feb 15, 2010 to Dec 31, 2024
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