Sarajevo Stock Exchange Index 30 Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:6.28% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4915 | 11.01 | |
| 0.0549 | 3.48 | |
| 0.8628 | 14.78 | |
| 0.0826 | 5.58 | |
| -0.1169 | -4.48 | |
| 0.0473 | 1.32 |
Estimation Period:
Feb 15, 2010 to Jun 5, 2025
Feb 15, 2010 to Jun 5, 2025
News Impact Curve
Volatility Forecasts
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