Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index APARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
11.16%
increased by 1.32%
1 Week
11.76%
increased by 1.92%
1 Month
13.35%
increased by 3.51%
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 | |
|---|---|---|
| 0.0532 | 15.69 | |
| 0.1562 | 19.63 | |
| 0.7784 | 112.22 | |
| 0.1747 | 14.49 | |
| 2.1477 | 19.60 |
Estimation Period:
Mar 31, 2006 to Apr 30, 2026
Mar 31, 2006 to Apr 30, 2026
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