VanEck Russia ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0853 | 21.43 | |
| 0.1662 | 45.75 | |
| 0.8296 | 316.28 |
Estimation Period:
Apr 30, 2007 to Jan 6, 2023
Apr 30, 2007 to Jan 6, 2023
News Impact Curve
Volatility Forecasts
Other VanEck Russia ETF Analyses
Other GARCH Analyses on ETFs