Mongolia Stock Exchange Top 20 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.94% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 6.31 | |
| 0.0646 | 28.05 | |
| 0.9354 | 418.88 |
Estimation Period:
Jan 1, 1999 to Dec 31, 2025
Jan 1, 1999 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices