Severstal PAO GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.2078 | 63.02 | |
| 0.7922 | 330.37 |
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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