Evraz PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.3922 | 3,921,620.00 | |
| 0.8039 | 8,039,190.00 | |
| -0.3922 | -3,921,620.00 |
Estimation Period:
Nov 4, 2011 to Dec 13, 2024
Nov 4, 2011 to Dec 13, 2024
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities