MOEX Russia Index GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 18.09 | |
| 0.0626 | 15.84 | |
| 0.9054 | 360.01 | |
| 0.0580 | 7.26 |
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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