iShares MSCI Russia ETF APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 16.54 | |
| 0.0907 | 19.12 | |
| 0.9068 | 230.38 | |
| 0.5485 | 12.27 | |
| 1.1889 | 22.06 |
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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