MOEX Russia Index GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 10.60 | |
| 0.0945 | 29.40 | |
| 0.9032 | 325.48 |
Estimation Period:
Sep 22, 1997 to May 10, 2024
Sep 22, 1997 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices