Montenegro Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.71% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 11.88 | |
| 0.0896 | 19.23 | |
| 0.7727 | 93.29 | |
| -0.4023 | -10.93 |
Estimation Period:
Mar 31, 2015 to Dec 31, 2025
Mar 31, 2015 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other Montenegro Stock Exchange Index Analyses
Other AGARCH Analyses on Equity Indices