RTS Volatility Index Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1382 | 5.55 | |
| 0.1075 | 4.57 | |
| 0.8177 | 19.49 | |
| 0.7370 | 2.90 | |
| -1.2801 | -3.07 | |
| 0.8388 | 2.67 | |
| -0.3147 | -1.32 | |
| -0.2183 | -0.99 | |
| 0.4150 | 2.49 |
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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