Mobile TeleSystems PJSC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1259 | 18.95 | |
| 0.0409 | 16.47 | |
| 0.9044 | 362.49 | |
| 0.0784 | 12.09 |
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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