VanEck Russia ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 16.31 | |
| 0.1535 | 45.45 | |
| 0.8336 | 317.34 | |
| 0.4838 | 16.80 |
Estimation Period:
Apr 30, 2007 to Jan 6, 2023
Apr 30, 2007 to Jan 6, 2023
News Impact Curve
Volatility Forecasts
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