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, May 15th, 2026
1 Day
0.00%
decreased by 7.12%
1 Week
4.85%
decreased by 2.27%
1 Month
8.46%
increased by 1.34%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.5788 | 13.50 | |
| 0.4445 | 13.31 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 31, 2006 to Apr 30, 2026
Mar 31, 2006 to Apr 30, 2026
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