Skip to main content
V-Lab

Stanovi Jadran DD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:0.00% (-4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%)
Analysis last updated: Wednesday, July 9, 2025 at 02:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Stanovi Jadran DD SGARCH
paramt-stat
ω0.19431,943,470.00
α0.82238,223,460.00
β0.17771,776,540.00
γ1-33.2383-332,383,000.00
γ2-14.9774-149,774,400.00
γ32.079420,793,560.00
Estimation Period:
Mar 2, 2020 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts