Montenegro Stock Exchange Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:8.59% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3825 | 5.56 | |
| 0.0956 | 3.23 | |
| 0.6100 | 5.79 | |
| 0.6718 | 2.04 | |
| -1.0610 | -2.12 | |
| 0.5154 | 1.62 | |
| 0.1932 | 0.64 | |
| -0.8512 | -2.14 | |
| 0.6991 | 1.56 | |
| 0.1536 | 0.27 |
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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