Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index EGARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
11.65%
increased by 1.15%
1 Week
12.13%
increased by 1.63%
1 Month
13.62%
increased by 3.12%
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 | |
|---|---|---|
| 0.0059 | 2.71 | |
| 0.2854 | 34.81 | |
| 0.9407 | 330.30 | |
| -0.0648 | -10.16 |
Estimation Period:
Mar 31, 2006 to Apr 30, 2026
Mar 31, 2006 to Apr 30, 2026
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