RTS Stock Exchange Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3919 | 0.00 | |
| 0.9768 | 0.00 | |
| 0.0232 | 0.00 | |
| 2,553.0450 | 0.00 | |
| -5,961.5080 | -0.00 | |
| 3,237.0780 | 0.00 | |
| 5,092.4710 | 0.00 | |
| -10,994.0600 | -0.00 | |
| 8,028.2980 | 0.00 | |
| -1,655.7910 | -0.00 | |
| -1,239.9710 | -0.00 | |
| 1,841.2320 | 0.00 | |
| -18.5995 | -0.00 |
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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