VanEck Russia ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0954 | 22.70 | |
| 0.1007 | 22.96 | |
| 0.8341 | 326.21 | |
| 0.1083 | 9.31 |
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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