V-Lab: Sarajevo Stock Exchange Index 30 Spline-GARCH Volatility Analysis

V-Lab

Sarajevo Stock Exchange Index 30 Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:6.81% (-0.08%)

Analysis last updated: Saturday, May 10, 2025 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4937	11.03
$α$	0.0572	3.57
$β$	0.8550	14.46
$γ_{1}$	0.0821	5.53
$γ_{2}$	-0.1142	-4.37
$γ_{3}$	0.0384	1.08

Estimation Period:
Feb 15, 2010 to Apr 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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