CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4920	11.16
$α$	0.0665	4.17
$β$	0.8211	14.79
$γ_{1}$	0.0756	6.13
$γ_{2}$	-0.1077	-5.59
$γ_{3}$	0.0418	3.57

V-Lab

Sarajevo Stock Exchange Index 30 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:4.46% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sarajevo Stock Exchange Index 30 Analyses