V-Lab
Solactive Myanmar-Focused Asia Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:11.64% (-0.36%)
Analysis last updated: Saturday, December 28, 2024 at 12:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1084 | 5.43 | |
| 0.0796 | 4.62 | |
| 0.9010 | 56.33 | |
| 0.0028 | 0.89 |
Estimation Period:
Nov 19, 2012 to May 5, 2023
Nov 19, 2012 to May 5, 2023
News Impact Curve
Volatility Forecasts
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