MICEX 10 Index MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0341 | 5.60 | |
| 0.7861 | 66.91 | |
| 0.1185 | 13.83 | |
| 0.0787 | 1.32 | |
| 0.1919 | 1.25 | |
| 0.7803 | 4.43 |
Estimation Period:
Mar 19, 2001 to Nov 19, 2021
Mar 19, 2001 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices