iShares MSCI Russia ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 6.03 | |
| 0.1677 | 21.84 | |
| 0.9785 | 544.24 | |
| -0.0921 | -10.66 |
Estimation Period:
Nov 10, 2010 to Feb 25, 2022
Nov 10, 2010 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other iShares MSCI Russia ETF Analyses
Other EGARCH Analyses on ETFs