V-Lab
Sarajevo Stock Exchange Index 30 Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:5.34% (-0.23%)
Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3152 | 10.44 | |
| 0.0573 | 3.39 | |
| 0.8636 | 14.53 | |
| 0.0445 | 4.67 | |
| -0.0849 | -4.00 |
Estimation Period:
Feb 15, 2010 to Sep 29, 2023
Feb 15, 2010 to Sep 29, 2023
News Impact Curve
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