RTS Volatility Index AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4668 | 23.64 | |
| 0.1409 | 33.87 | |
| 0.8013 | 167.39 | |
| -0.5508 | -2.17 |
Estimation Period:
Jan 10, 2006 to Aug 2, 2019
Jan 10, 2006 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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