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VanEck Russia ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 13, 2023 at 02:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VanEck Russia ETF S0GARCH
paramt-stat
ω4.88173.28
α0.6280207.74
β0.3695138.55
γ1-0.4966-1.47
γ20.03590.08
γ30.87392.54
γ4-0.6193-1.96
γ50.66242.06
γ6-1.1958-3.95
γ71.34033.99
γ8-0.9325-2.05
γ9-8.0832-13.95
γ1016.976037.01
Estimation Period:
Apr 30, 2007 to Jan 6, 2023
Impact of return on volatility tomorrow
Volatility Forecasts