Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
12.17%
increased by 2.23%
1 Week
12.66%
increased by 2.72%
1 Month
13.99%
increased by 4.05%
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 | |
|---|---|---|
| 0.0535 | 17.43 | |
| 0.1783 | 28.58 | |
| 0.7735 | 92.88 |
Estimation Period:
Mar 31, 2006 to Apr 30, 2026
Mar 31, 2006 to Apr 30, 2026
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