VanEck Russia ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.8659 | 3.41 | |
| 0.9265 | 1,148.09 | |
| 0.0734 | 91.64 | |
| -0.7191 | -3.05 | |
| 0.3251 | 0.98 | |
| 0.8239 | 3.28 | |
| -0.7366 | -3.26 | |
| 0.9198 | 3.90 | |
| -1.4870 | -6.35 | |
| 1.5177 | 5.59 | |
| -0.9149 | -2.61 | |
| 0.9079 | 1.77 | |
| -67.2839 | -83.91 |
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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