Solactive Myanmar-Focused Asia Index AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 10th, 2025):
1 Day
14.75%
1 Week
14.74%
1 Month
14.72%
Analysis last updated: Friday, March 14, 2025 at 11:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 6.55 | |
| 0.0650 | 18.47 | |
| 0.9138 | 242.08 | |
| 0.3476 | 13.14 |
Estimation Period:
Nov 19, 2012 to Mar 7, 2025
Nov 19, 2012 to Mar 7, 2025
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