RTS Stock Exchange APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 0.49 | |
| 0.2357 | 1.12 | |
| 0.7643 | 7.73 | |
| 1.0000 | 1.39 | |
| 1.0400 | 1.38 |
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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