Mongolia Stock Exchange Top 20 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
13.11%
increased by 0.51%
1 Week
13.39%
increased by 0.79%
1 Month
14.57%
increased by 1.97%
Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 3.64 | |
| 0.1366 | 37.60 | |
| 0.9982 | 870.30 | |
| 0.0551 | 7.21 |
Estimation Period:
Jan 1, 1999 to Feb 16, 2026
Jan 1, 1999 to Feb 16, 2026
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