Mongolia Stock Exchange Top 20 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.38% (+6.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2423 | 26.99 | |
| 0.5983 | 41.14 | |
| -0.1062 | -9.69 | |
| 0.0034 | 1.35 | |
| 0.0334 | 2.19 | |
| 0.9666 | 64.18 |
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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