Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
9.13%
decreased by 0.04%
1 Week
10.12%
increased by 0.95%
1 Month
12.42%
increased by 3.25%
Analysis last updated: Friday, June 26, 2026 at 11:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9881 | 10.09 | |
| 0.1623 | 25.35 | |
| 0.9388 | 156.16 | |
| 4.8546 | 9.97 |
Estimation Period:
Mar 31, 2006 to Jun 24, 2026
Mar 31, 2006 to Jun 24, 2026
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