V-Lab
Solactive Myanmar-Focused Asia Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 25th, 2024:12.19% (-0.37%)
Analysis last updated: Friday, October 25, 2024 at 03:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 11.50 | |
| 0.0310 | 6.34 | |
| 0.9179 | 282.27 | |
| 0.0699 | 5.52 |
Estimation Period:
Nov 19, 2012 to May 5, 2023
Nov 19, 2012 to May 5, 2023
News Impact Curve
Volatility Forecasts
Other Solactive Myanmar-Focused Asia Index Analyses