Montenegro Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.14% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 10.75 | |
| 0.0749 | 13.74 | |
| 0.8854 | 121.89 | |
| -0.3597 | -8.61 | |
| 1.3994 | 15.66 |
Estimation Period:
Mar 31, 2015 to Dec 31, 2025
Mar 31, 2015 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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