RTS Volatility Index Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3911 | 5.26 | |
| 0.1443 | 5.96 | |
| 0.7782 | 22.40 | |
| 1.4279 | 3.20 | |
| -2.3110 | -3.33 | |
| 1.2909 | 3.11 | |
| -0.5041 | -1.62 | |
| 0.0870 | 0.28 | |
| 0.0530 | 0.14 | |
| -1.5230 | -2.79 |
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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