Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
11.18%
increased by 1.31%
1 Week
11.78%
increased by 1.91%
1 Month
13.38%
increased by 3.51%
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 | |
|---|---|---|
| 0.0542 | 18.42 | |
| 0.1072 | 13.10 | |
| 0.7841 | 92.47 | |
| 0.1156 | 7.29 |
Estimation Period:
Mar 31, 2006 to Apr 30, 2026
Mar 31, 2006 to Apr 30, 2026
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