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V-Lab

RTS Stock Exchange Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 27, 2016 at 07:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of RTS Stock Exchange S0GARCH
paramt-stat
ω1.64250.96
α0.40471.71
β0.18580.82
γ1193.17770.18
γ21,032.15200.70
γ3-2,494.7340-1.99
γ41,415.93801.24
γ5239.30370.30
γ6-477.8137-0.86
Estimation Period:
Jun 18, 2007 to Nov 16, 2011
Impact of return on volatility tomorrow
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