VanEck Russia ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 2.53 | |
| 0.1771 | 209.56 | |
| 0.9990 | 2,491.27 | |
| 4.6750 | 103.44 |
Estimation Period:
Apr 30, 2007 to Jan 6, 2023
Apr 30, 2007 to Jan 6, 2023
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