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VanEck Russia ETF 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 SGARCH
paramt-stat
ω35.86593.41
α0.92651,148.09
β0.073491.64
γ1-0.7191-3.05
γ20.32510.98
γ30.82393.28
γ4-0.7366-3.26
γ50.91983.90
γ6-1.4870-6.35
γ71.51775.59
γ8-0.9149-2.61
γ90.90791.77
γ10-67.2839-83.91
Estimation Period:
Apr 30, 2007 to Jan 6, 2023
Impact of return on volatility tomorrow
Volatility Forecasts