Recession Probability Analysis
The SIGMA Engine assigns Serbia a systemic risk score of 63.0/100 (ACCUMULATION regime), with leading indicators suggesting elevated recession probability over the next 12 months based on credit tightening, PMI divergence, and growth deceleration signals.
The SIGMA Engine v5.0 derives this score from eight deterministic analytical layers: metabolic lifecycle entropy (β=0.992, biological age 11 months), structural fragility (Minsky phase: hedge), NLP narrative divergence (0.0%), network contagion (R₀=0.886, percolation intact), and predictive signals (CSD=31.0, Hawkes λ=0.1000).
Regime probability distribution as of 2026-06-10: stable 19.6% / accumulation 26.6% / critical 27.9% / collapse 25.9%. The Hurst exponent of 0.734 indicates strong trend persistence — risk trajectory statistically likely to deepen.
Active risk signals driving the recession probability score:
Based on Markov chain transition probability from current ACCUMULATION regime. Kairos arbitrage window: 28 days.
Methodology: SIGMA scores are deterministic (identical inputs = identical outputs). Data sources: Federal Reserve FRED, GDELT geopolitical entropy, GLEIF corporate ownership network, Stooq price data. Not financial advice — for informational and research purposes only. Verify predictions: /predictions.