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V-Lab

RTS Stock Exchange Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 27, 2016 at 07:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of RTS Stock Exchange SGARCH
paramt-stat
ω6.39190.00
α0.97680.00
β0.02320.00
γ12,553.04500.00
γ2-5,961.5080-0.00
γ33,237.07800.00
γ45,092.47100.00
γ5-10,994.0600-0.00
γ68,028.29800.00
γ7-1,655.7910-0.00
γ8-1,239.9710-0.00
γ91,841.23200.00
γ10-18.5995-0.00
Estimation Period:
Jun 18, 2007 to Nov 16, 2011
Impact of return on volatility tomorrow
Volatility Forecasts