Mobile TeleSystems PJSC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2664 | 8.33 | |
| 0.0873 | 7.30 | |
| 0.8865 | 63.30 | |
| 0.0015 | 0.96 |
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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