RTS Stock Exchange AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.3893 | 3.59 | |
| 2.0000 | 6.71 | |
| 0.0522 | 3.30 | |
| -4.0456 | -9.42 |
Estimation Period:
Jun 18, 2007 to Nov 16, 2011
Jun 18, 2007 to Nov 16, 2011
News Impact Curve
Volatility Forecasts
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