iShares MSCI Russia ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0523 | 5.48 | |
| 0.0982 | 26.72 | |
| 0.9886 | 505.91 | |
| 8.6895 | 3.43 |
Estimation Period:
Nov 10, 2010 to Feb 25, 2022
Nov 10, 2010 to Feb 25, 2022
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