Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
15.58%
increased by 2.66%
1 Week
16.74%
increased by 3.82%
1 Month
18.38%
increased by 5.46%
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 | |
|---|---|---|
| 0.6409 | 3.55 | |
| 0.2557 | 7.48 | |
| 0.5742 | 13.46 | |
| -0.4001 | -3.09 | |
| 0.6325 | 3.54 | |
| -0.4282 | -2.75 | |
| 0.2725 | 1.56 | |
| -0.0820 | -0.58 | |
| 0.0737 | 0.55 | |
| -0.2176 | -1.59 | |
| 0.4774 | 2.87 |
Estimation Period:
Mar 31, 2006 to Apr 30, 2026
Mar 31, 2006 to Apr 30, 2026
Other Ljubljana Stock Exchange Slovenian Blue-Chip SBITOP Index Analyses
Other Spline-GARCH Analyses on Equity Indices