Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
12.13%
increased by 3.51%
1 Week
12.10%
increased by 3.48%
1 Month
12.05%
increased by 3.43%
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 | |
|---|---|---|
| 0.6571 | 3.41 | |
| 0.2463 | 7.33 | |
| 0.6000 | 14.76 | |
| -0.3860 | -2.86 | |
| 0.6127 | 3.30 | |
| -0.4161 | -2.60 | |
| 0.2548 | 1.42 | |
| -0.0493 | -0.34 | |
| 0.0074 | 0.06 | |
| -0.0667 | -0.54 | |
| 0.0652 | 0.79 |
Estimation Period:
Mar 31, 2006 to Apr 30, 2026
Mar 31, 2006 to Apr 30, 2026
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