MegaFon PJSC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.2847 | 252,846,800.00 | |
| 0.1911 | 1,910,660.00 | |
| 0.8089 | 8,089,340.00 | |
| 2.9435 | 29,435,080.00 | |
| -19.3379 | -193,379,200.00 | |
| 25.5491 | 255,491,400.00 | |
| -82.6746 | -826,746,200.00 | |
| -30.9614 | -309,613,600.00 | |
| 140.5829 | 1,405,829,000.00 | |
| 78.8175 | 788,175,400.00 |
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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