Solactive Myanmar-Focused Asia Index Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, March 10th, 2025):
1 Day
14.89%
1 Week
14.84%
1 Month
14.67%
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 | |
|---|---|---|
| 1.0877 | 6.34 | |
| 0.0769 | 4.81 | |
| 0.9010 | 56.58 | |
| 0.0018 | 0.94 |
Estimation Period:
Nov 19, 2012 to Mar 7, 2025
Nov 19, 2012 to Mar 7, 2025
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