Skip to main content
V-Lab

Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 12th, 2026

1 Day

-0.00%

decreased by 8.70%

1 Week

4.75%

decreased by 3.95%

1 Month

8.28%

decreased by 0.42%

Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time