Mongolia Stock Exchange Top 20 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.18% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 8.61 | |
| 0.0444 | 13.77 | |
| 0.9303 | 428.52 | |
| -0.1453 | -9.24 | |
| 2.6033 | 26.97 |
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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