RTS Volatility Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1067 | 9.36 | |
| 0.1992 | 26.49 | |
| 0.9729 | 316.29 | |
| 0.0401 | 3.98 |
Estimation Period:
Jan 10, 2006 to Aug 2, 2019
Jan 10, 2006 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
Other RTS Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices