MICEX 10 Index Asy. MEM Volatility Analysis
Suspended
Last recorded values (Tuesday, November 23rd, 2021):
1 Day
28.59%
1 Week
28.80%
1 Month
29.60%
Analysis last updated: Monday, November 22, 2021 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 14.52 | |
| 0.1875 | 24.59 | |
| 0.7864 | 172.69 | |
| 0.0442 | 4.34 |
Estimation Period:
May 18, 2001 to Nov 19, 2021
May 18, 2001 to Nov 19, 2021
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