Mongolia Stock Exchange Top 20 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:8.18% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2421 | 26.91 | |
| 0.6005 | 41.30 | |
| -0.1063 | -9.69 | |
| 0.0035 | 1.41 | |
| 0.0337 | 2.19 | |
| 0.9663 | 63.63 |
Estimation Period:
Jan 1, 1999 to Dec 31, 2025
Jan 1, 1999 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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