V-Lab
V-Lab
Mongolia Stock Exchange Top 20 Index GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:18.57% (-0.48%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mongolia Stock Exchange Top 20 Index GARCH
paramt-stat
ω0.01595.76
α0.063226.54
β0.9368419.72
Estimation Period:
Jan 1, 1999 to Mar 7, 2024
Impact of return on volatility tomorrow
Volatility Forecasts