Montenegro Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:6.73% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3654 | 5.39 | |
| 0.0927 | 3.24 | |
| 0.6434 | 6.56 | |
| 0.6509 | 1.95 | |
| -1.0298 | -2.04 | |
| 0.4948 | 1.54 | |
| 0.2243 | 0.74 | |
| -0.9234 | -2.40 | |
| 0.8706 | 2.25 | |
| -0.2847 | -1.15 |
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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