V-Lab
V-Lab
Mongolia Stock Exchange Top 20 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:42.77% (-2.26%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Mongolia Stock Exchange Top 20 Index GAS-GARCH-T
paramt-stat
ω90.242611.00
α0.0600108.25
β0.999012036.14
ν22520.21
Estimation Period:
Jan 1, 1999 to Mar 7, 2024