MOEX Russia Index GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.2382 | 9.14 | |
| 0.0804 | 77.20 | |
| 0.9984 | 6,014.35 | |
| 5.6514 | 21.50 |
Estimation Period:
Sep 22, 1997 to May 10, 2024
Sep 22, 1997 to May 10, 2024
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