V-Lab
V-Lab
Solactive Myanmar-Focused Asia Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:12.58% (-0.75%)

Analysis last updated: Saturday, December 28, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Solactive Myanmar-Focused Asia Index MF2-GARCH
paramt-stat
m36
α0.01503.88
β0.9390221.51
γ0.064616.37
λ10.55350.14
λ20.32460.14
λ30.00000.00
Estimation Period:
Nov 19, 2012 to May 5, 2023
Impact of return on volatility tomorrow
Volatility Forecasts