MICEX 10 Index Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 14.52 | |
| 0.1875 | 24.59 | |
| 0.7864 | 172.69 | |
| 0.0442 | 4.34 |
Estimation Period:
May 18, 2001 to Nov 19, 2021
May 18, 2001 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices