Solactive Myanmar-Focused Asia Index MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 10th, 2025):
1 Day
6.43%
1 Week
14.64%
1 Month
135.77%
Analysis last updated: Friday, March 14, 2025 at 11:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 2,762.40 | |
| 0.0000 | 0.02 |
Estimation Period:
Nov 19, 2012 to Mar 7, 2025
Nov 19, 2012 to Mar 7, 2025
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