V-Lab
Sarajevo Stock Exchange Index 30 Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 21st, 2023:4.71% (-0.02%)
Analysis last updated: Tuesday, March 21, 2023, 02:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3201 | 10.34 | |
| 0.0587 | 3.41 | |
| 0.8627 | 14.50 | |
| 0.0477 | 4.63 | |
| -0.0833 | -3.59 |
Estimation Period:
Feb 15, 2010 to Mar 17, 2023
Feb 15, 2010 to Mar 17, 2023
News Impact Curve
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