RTS Stock Exchange EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4636 | 1.86 | |
| 0.1180 | 2.24 | |
| 0.9068 | 26.07 | |
| -0.6745 | -11.36 |
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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