V-Lab: Solactive Myanmar-Focused Asia Index MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Solactive Myanmar-Focused Asia Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 7th, 2025:15.42% (-0.41%)

Analysis last updated: Saturday, March 8, 2025 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0150	3.88
$β$	0.9390	221.51
$γ$	0.0646	16.37
$λ_{1}$	0.5535	0.14
$λ_{2}$	0.3246	0.14
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 19, 2012 to May 5, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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