iShares MSCI Russia ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0770 | 14.85 | |
| 0.0407 | 7.01 | |
| 0.8836 | 210.69 | |
| 0.1178 | 8.43 |
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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