Mongolia Stock Exchange Top 20 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.20% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 6.86 | |
| 0.0846 | 19.91 | |
| 0.9374 | 497.57 | |
| -0.0469 | -6.97 |
Estimation Period:
Jan 1, 1999 to Feb 16, 2026
Jan 1, 1999 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices