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Pjsc Mgntgrsk Irn & Stl Wrks Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Pjsc Mgntgrsk Irn & Stl Wrks SGARCH
paramt-stat
ω65.4516654,515,700.00
α0.38143,813,520.00
β0.61866,186,480.00
γ1-4.4746-44,746,400.00
γ210.1871101,871,200.00
γ30.31653,164,530.00
γ4-95.7367-957,367,100.00
Estimation Period:
Jan 26, 2010 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts