MOEX Russia Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 17.94 | |
| 0.1524 | 26.13 | |
| 0.9911 | 1,808.55 | |
| -0.0412 | -9.94 |
Estimation Period:
Sep 22, 1997 to May 10, 2024
Sep 22, 1997 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices