Mobile TeleSystems PJSC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0457 | 13.55 | |
| 0.7274 | 49.58 | |
| 0.1372 | 18.53 | |
| 0.0817 | 2.75 | |
| 0.0633 | 3.67 | |
| 0.9244 | 43.08 |
Estimation Period:
Jun 30, 2000 to Feb 25, 2022
Jun 30, 2000 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other Mobile TeleSystems PJSC Analyses
Other MF2-GARCH Analyses on Depositary Receipts