Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
10.10%
decreased by 1.02%
1 Week
10.93%
decreased by 0.19%
1 Month
12.90%
increased by 1.78%
Analysis last updated: Friday, June 12, 2026 at 10:24 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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