RTS Volatility Index APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3552 | 6.93 | |
| 0.0910 | 19.81 | |
| 0.8998 | 162.71 | |
| -0.2049 | -4.09 | |
| 1.4275 | 21.29 |
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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