MOEX Russia Index MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0354 | 9.50 | |
| 0.7998 | 99.39 | |
| 0.1368 | 21.45 | |
| 0.0106 | 3.33 | |
| 0.0418 | 4.02 | |
| 0.9546 | 84.44 |
Estimation Period:
Sep 22, 1997 to May 10, 2024
Sep 22, 1997 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices