Severstal PAO GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.55% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8216 | 0.11 | |
| 0.2701 | 46.00 | |
| 0.9990 | 113.38 | |
| 2.0000 | 1,259.45 |
Estimation Period:
Jun 22, 2005 to Jun 4, 2025
Jun 22, 2005 to Jun 4, 2025
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