Mongolia Stock Exchange Top 20 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.14% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.5718 | 10.49 | |
| 0.0629 | 113.22 | |
| 0.9990 | 11,352.27 | |
| 2.1711 | 1,696.16 |
Estimation Period:
Jan 1, 1999 to Dec 31, 2025
Jan 1, 1999 to Dec 31, 2025
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