Skip to main content
V-Lab

MICEX 10 Index GJR-GARCH Volatility Analysis

Suspended

Last recorded values (Tuesday, November 23rd, 2021):

1 Day

22.00%

1 Week

22.21%

1 Month

22.97%

Analysis last updated: Monday, November 22, 2021 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MICEX 10 Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time