MegaFon PJSC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0765 | 7.04 | |
| 0.4134 | 13.92 | |
| 0.9768 | 235.66 | |
| -0.0222 | -2.31 |
Estimation Period:
Nov 28, 2012 to Aug 11, 2023
Nov 28, 2012 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
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