MegaFon PJSC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.5415 | 5,415,290.00 | |
| 0.5076 | 5,075,950.00 | |
| -0.0982 | -982,490.00 |
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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