RTS Stock Exchange GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.25 | |
| 0.0086 | 0.74 | |
| 0.6868 | 28.40 | |
| 0.6091 | 2.09 |
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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