Mongolia Stock Exchange Top 20 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.15%
decreased by 1.28%
1 Week
14.21%
decreased by 2.22%
1 Month
13.35%
decreased by 3.08%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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