V-Lab
Sarajevo Stock Exchange Index 30 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 15th, 2024:0.00% (-6.90%)
Analysis last updated: Friday, November 15, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 7.0073 | 23.86 | |
| 0.3000 | 27.26 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 15, 2010 to Apr 30, 2024
Feb 15, 2010 to Apr 30, 2024
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