iShares MSCI Russia ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3837 | 3.88 | |
| 0.1264 | 4.50 | |
| 0.8592 | 34.60 | |
| 0.0038 | 1.48 |
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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