V-Lab
Sarajevo Stock Exchange Index 30 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 28th, 2025:6.47% (-0.28%)
Analysis last updated: Friday, February 28, 2025 at 09:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5100 | 11.18 | |
| 0.0554 | 3.36 | |
| 0.8569 | 13.70 | |
| 0.0874 | 6.00 | |
| -0.1220 | -5.28 | |
| 0.0440 | 3.09 |
Estimation Period:
Feb 15, 2010 to Dec 31, 2024
Feb 15, 2010 to Dec 31, 2024
News Impact Curve
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