CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4942	11.12
$α$	0.0669	4.20
$β$	0.8205	14.85
$γ_{1}$	0.0760	5.85
$γ_{2}$	-0.1084	-4.80
$γ_{3}$	0.0427	1.36

V-Lab

Sarajevo Stock Exchange Index 30 Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 26th, 2025:7.14% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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