MICEX 10 Index GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 10.81 | |
| 0.0844 | 28.75 | |
| 0.9077 | 311.92 |
Estimation Period:
Mar 19, 2001 to Nov 19, 2021
Mar 19, 2001 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices