V-Lab
Sarajevo Stock Exchange Index 30 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 11th, 2025:5.30% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5139 | 11.23 | |
| 0.0597 | 3.62 | |
| 0.8415 | 13.59 | |
| 0.0849 | 6.19 | |
| -0.1196 | -5.54 | |
| 0.0445 | 3.39 |
Estimation Period:
Feb 15, 2010 to Apr 4, 2025
Feb 15, 2010 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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