RTS Stock Exchange GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.78 | |
| 0.1198 | 1.60 | |
| 0.8648 | 16.83 |
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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