Evraz PLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0181 | 180,910.00 | |
| 0.9343 | 9,342,970.00 | |
| 0.0952 | 952,250.00 | |
| 0.0056 | 55,860.00 | |
| 0.9763 | 9,763,330.00 | |
| 0.0001 | 560.00 |
Estimation Period:
Nov 4, 2011 to Dec 13, 2024
Nov 4, 2011 to Dec 13, 2024
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities