CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4931	11.14
$α$	0.0663	4.18
$β$	0.8216	14.81
$γ_{1}$	0.0758	5.85
$γ_{2}$	-0.1082	-4.80
$γ_{3}$	0.0426	1.35

V-Lab

Sarajevo Stock Exchange Index 30 Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:5.09% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sarajevo Stock Exchange Index 30 Analyses