Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
12.69%
increased by 2.91%
1 Week
13.09%
increased by 3.31%
1 Month
14.14%
increased by 4.36%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9968 | 10.08 | |
| 0.1643 | 25.17 | |
| 0.9381 | 153.91 | |
| 4.8637 | 9.92 |
Estimation Period:
Mar 31, 2006 to Apr 30, 2026
Mar 31, 2006 to Apr 30, 2026
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