V-Lab
Sarajevo Stock Exchange Index 30 Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 13th, 2024:4.88% (-0.17%)
Analysis last updated: Friday, September 13, 2024 at 06:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2758 | 10.36 | |
| 0.0591 | 3.63 | |
| 0.8559 | 15.79 | |
| 0.0371 | 4.31 | |
| -0.0721 | -3.88 |
Estimation Period:
Feb 15, 2010 to Apr 30, 2024
Feb 15, 2010 to Apr 30, 2024
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