MOEX Russia Index APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 15.19 | |
| 0.0902 | 24.38 | |
| 0.9073 | 371.53 | |
| 0.1696 | 9.06 | |
| 1.9141 | 29.18 |
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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