MICEX 10 Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 11.72 | |
| 0.1805 | 25.35 | |
| 0.9857 | 905.97 | |
| -0.0343 | -5.28 |
Estimation Period:
Mar 19, 2001 to Nov 19, 2021
Mar 19, 2001 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices