Mongolia Stock Exchange Top 20 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.93% (+1.06%)
Parameter 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
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices