Mongolia Stock Exchange Top 20 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.05% (+6.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 4.02 | |
| 0.0705 | 35.59 | |
| 0.9300 | 469.46 | |
| -0.3458 | -8.75 |
Estimation Period:
Jan 1, 1999 to Feb 16, 2026
Jan 1, 1999 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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