Montenegro Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.66% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4775 | 1.94 | |
| 0.0756 | 16.98 | |
| 0.9626 | 46.18 | |
| 2.0321 | 227.46 |
Estimation Period:
Mar 31, 2015 to Dec 31, 2025
Mar 31, 2015 to Dec 31, 2025
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