Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
8.76%
decreased by 0.19%
1 Week
9.78%
increased by 0.83%
1 Month
11.26%
increased by 2.31%
Analysis last updated: Friday, June 26, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6584 | 3.44 | |
| 0.2418 | 7.23 | |
| 0.6027 | 14.77 | |
| -0.3782 | -2.86 | |
| 0.6000 | 3.33 | |
| -0.4081 | -2.67 | |
| 0.2505 | 1.44 | |
| -0.0440 | -0.31 | |
| -0.0059 | -0.05 | |
| -0.0470 | -0.39 | |
| 0.0493 | 0.61 |
Estimation Period:
Mar 31, 2006 to Jun 24, 2026
Mar 31, 2006 to Jun 24, 2026
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