iShares MSCI Russia ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0378 | 7.01 | |
| 0.8883 | 229.76 | |
| 0.1063 | 13.04 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.04 | |
| 0.9998 | 4,544.65 |
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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