MICEX 10 Index GAS-GARCH Student T Volatility Analysis
Suspended
Last recorded values (Tuesday, November 23rd, 2021):
1 Day
20.61%
1 Week
20.74%
1 Month
21.24%
Analysis last updated: Thursday, March 26, 2026 at 06:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0486 | 6.09 | |
| 0.0704 | 51.87 | |
| 0.9968 | 2,291.54 | |
| 7.7314 | 6.80 |
Estimation Period:
Mar 19, 2001 to Nov 19, 2021
Mar 19, 2001 to Nov 19, 2021
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