MICEX 10 Index AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 9.56 | |
| 0.0913 | 27.08 | |
| 0.9006 | 276.18 | |
| 0.3106 | 5.79 |
Estimation Period:
Mar 19, 2001 to Nov 19, 2021
Mar 19, 2001 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices