Solactive Myanmar-Focused Asia Index GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 10th, 2025):
1 Day
14.99%
1 Week
14.98%
1 Month
14.94%
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 | |
|---|---|---|
| 0.0152 | 12.10 | |
| 0.0304 | 6.55 | |
| 0.9189 | 281.80 | |
| 0.0658 | 5.84 |
Estimation Period:
Nov 19, 2012 to Mar 7, 2025
Nov 19, 2012 to Mar 7, 2025
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