V-Lab
Solactive Myanmar-Focused Asia Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:14.09% (+0.15%)
Analysis last updated: Friday, December 20, 2024 at 09:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 11.50 | |
| 0.0310 | 6.34 | |
| 0.9179 | 282.27 | |
| 0.0699 | 5.52 |
Estimation Period:
Nov 19, 2012 to May 5, 2023
Nov 19, 2012 to May 5, 2023
News Impact Curve
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