Mobile TeleSystems PJSC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 6.77 | |
| 0.0793 | 36.69 | |
| 0.9020 | 383.01 | |
| 1.0397 | 20.18 |
Estimation Period:
Jun 30, 2000 to Feb 25, 2022
Jun 30, 2000 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
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