Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index AGARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
14.54%
increased by 4.65%
1 Week
14.76%
increased by 4.87%
1 Month
15.37%
increased by 5.48%
Analysis last updated: Friday, May 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 16.58 | |
| 0.1744 | 28.44 | |
| 0.7726 | 87.93 | |
| 0.1596 | 11.63 |
Estimation Period:
Mar 31, 2006 to Apr 30, 2026
Mar 31, 2006 to Apr 30, 2026
Other Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index Analyses
Other AGARCH Analyses on Equity Indices