V-Lab
Sarajevo Stock Exchange Index 30 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 3rd, 2023:5.34% (-0.02%)
Analysis last updated: Friday, February 3, 2023, 05:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2429 | 9.65 | |
| 0.0617 | 3.62 | |
| 0.8668 | 17.49 | |
| 0.0348 | 3.95 | |
| -0.0457 | -4.05 |
Estimation Period:
Feb 15, 2010 to Nov 24, 2022
Feb 15, 2010 to Nov 24, 2022
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