Montenegro Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.44% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 13.03 | |
| 0.1110 | 14.47 | |
| 0.8719 | 115.62 | |
| -0.0838 | -9.20 |
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 GJR-GARCH Analyses on Equity Indices