Mongolia Stock Exchange Top 20 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:10.03% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 6.87 | |
| 0.0849 | 19.88 | |
| 0.9374 | 497.81 | |
| -0.0475 | -7.03 |
Estimation Period:
Jan 1, 1999 to Dec 31, 2025
Jan 1, 1999 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices