V-Lab
Sarajevo Stock Exchange Index 30 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:5.73% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4962 | 11.07 | |
| 0.0568 | 3.52 | |
| 0.8564 | 14.29 | |
| 0.0829 | 5.93 | |
| -0.1161 | -5.25 | |
| 0.0422 | 3.11 |
Estimation Period:
Feb 15, 2010 to Apr 30, 2025
Feb 15, 2010 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
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