MOEX Russia Index AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 9.58 | |
| 0.1039 | 38.51 | |
| 0.8913 | 393.32 | |
| 0.4349 | 11.13 |
Estimation Period:
Sep 22, 1997 to May 10, 2024
Sep 22, 1997 to May 10, 2024
News Impact Curve
Volatility Forecasts
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