Severstal PAO EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.27% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 9.72 | |
| 0.2589 | 32.89 | |
| 0.9960 | 918.78 | |
| -0.0217 | -4.42 |
Estimation Period:
Jun 22, 2005 to May 30, 2025
Jun 22, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
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