VanEck Russia ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 13.63 | |
| 0.4224 | 122.53 | |
| 0.9839 | 845.26 | |
| -0.0529 | -10.63 |
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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