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

V-Lab

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

Volatility Prediction for Friday, October 3rd, 2025:4.80% (-0.08%)

Analysis last updated: Saturday, October 4, 2025 at 12:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4863	11.04
$α$	0.0555	3.50
$β$	0.8611	14.81
$γ_{1}$	0.0812	5.84
$γ_{2}$	-0.1136	-5.16
$γ_{3}$	0.0411	3.04

Estimation Period:
Feb 15, 2010 to Jun 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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