RTS Stock Exchange GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28,152.9800 | 5.05 | |
| 0.2995 | 36.47 | |
| 0.9806 | 289.17 | |
| 2.0091 | 1,378.90 |
Estimation Period:
Jun 18, 2007 to Nov 16, 2011
Jun 18, 2007 to Nov 16, 2011
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