RTS Stock Exchange Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6425 | 0.96 | |
| 0.4047 | 1.71 | |
| 0.1858 | 0.82 | |
| 193.1777 | 0.18 | |
| 1,032.1520 | 0.70 | |
| -2,494.7340 | -1.99 | |
| 1,415.9380 | 1.24 | |
| 239.3037 | 0.30 | |
| -477.8137 | -0.86 |
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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