Mobile TeleSystems PJSC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 12.28 | |
| 0.1473 | 34.79 | |
| 0.9818 | 927.99 | |
| -0.0634 | -15.80 |
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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