MICEX 10 Index GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 13.97 | |
| 0.0634 | 12.86 | |
| 0.9079 | 303.45 | |
| 0.0419 | 5.05 |
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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