V-Lab: Solactive Myanmar-Focused Asia Index Asy. Power MEM Volatility Analysis

V-Lab

Solactive Myanmar-Focused Asia Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 23rd, 2021:12.57% (+1.29%)

Analysis last updated: Tuesday, November 23, 2021, 05:17 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0158	14.34
$α$	0.1560	24.13
$β$	0.8398	137.70
$γ$	0.2226	17.89
$δ$	1.1061	18.10

Estimation Period:
Nov 19, 2012 to Nov 19, 2021

News Impact Curve

Volatility Forecasts

Other Solactive Myanmar-Focused Asia Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

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