V-Lab
Sarajevo Stock Exchange Index 30 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:6.61% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4863 | 11.04 | |
| 0.0555 | 3.50 | |
| 0.8611 | 14.81 | |
| 0.0812 | 5.84 | |
| -0.1136 | -5.16 | |
| 0.0411 | 3.04 |
Estimation Period:
Feb 15, 2010 to Jun 5, 2025
Feb 15, 2010 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
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