MICEX 10 Index APARCH Volatility Analysis
Suspended
Last recorded values (Tuesday, November 23rd, 2021):
1 Day
22.08%
1 Week
22.29%
1 Month
23.08%
Analysis last updated: Monday, November 22, 2021 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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