Evraz PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 17.35 | |
| 0.3803 | 103.37 | |
| 0.9823 | 894.58 | |
| -0.0381 | -7.35 |
Estimation Period:
Nov 4, 2011 to Dec 13, 2024
Nov 4, 2011 to Dec 13, 2024
News Impact Curve
Volatility Forecasts
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