Severstal PAO MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.2500 | 2,500,100.00 | |
| -0.5000 | -5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.8614 | 8,614,090.00 | |
| 0.0000 | 100.00 |
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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