Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
9.85%
decreased by 0.31%
1 Week
10.65%
increased by 0.49%
1 Month
12.66%
increased by 2.50%
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 | |
|---|---|---|
| 0.0537 | 18.56 | |
| 0.1052 | 13.09 | |
| 0.7858 | 94.17 | |
| 0.1158 | 7.38 |
Estimation Period:
Mar 31, 2006 to Jun 24, 2026
Mar 31, 2006 to Jun 24, 2026
Other Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index Analyses
Other GJR-GARCH Analyses on Equity Indices