iShares MSCI Russia ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 11.82 | |
| 0.1293 | 25.28 | |
| 0.8504 | 202.67 | |
| 0.5971 | 15.70 |
Estimation Period:
Nov 10, 2010 to Feb 25, 2022
Nov 10, 2010 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
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