VanEck Russia ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8817 | 3.28 | |
| 0.6280 | 207.74 | |
| 0.3695 | 138.55 | |
| -0.4966 | -1.47 | |
| 0.0359 | 0.08 | |
| 0.8739 | 2.54 | |
| -0.6193 | -1.96 | |
| 0.6624 | 2.06 | |
| -1.1958 | -3.95 | |
| 1.3403 | 3.99 | |
| -0.9325 | -2.05 | |
| -8.0832 | -13.95 | |
| 16.9760 | 37.01 |
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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