MICEX 10 Index APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 11.98 | |
| 0.0848 | 24.80 | |
| 0.9091 | 292.32 | |
| 0.1328 | 5.70 | |
| 1.9020 | 26.42 |
Estimation Period:
Mar 19, 2001 to Nov 19, 2021
Mar 19, 2001 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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