MICEX 10 Index MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 5.51 | |
| 0.2193 | 34.66 | |
| 0.7780 | 147.52 |
Estimation Period:
May 18, 2001 to Nov 19, 2021
May 18, 2001 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices