V-Lab
V-Lab
Mongolia Stock Exchange Top 20 Index APARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:14.27% (-0.21%)

Analysis last updated: Saturday, May 18, 2024 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mongolia Stock Exchange Top 20 Index APARCH
paramt-stat
ω0.02318.58
α0.040011.72
β0.9288403.15
γ-0.1497-8.84
δ2.740325.02
Estimation Period:
Jan 1, 1999 to Mar 7, 2024
Impact of return on volatility tomorrow
Volatility Forecasts