RTS Volatility Index GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 42.6431 | 6.70 | |
| 0.0893 | 20.45 | |
| 0.9711 | 247.54 | |
| 5.0050 | 6.61 |
Estimation Period:
Jan 10, 2006 to Aug 2, 2019
Jan 10, 2006 to Aug 2, 2019
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