MegaFon PJSC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7503 | 7,502,550.00 | |
| 0.4491 | 4,490,860.00 | |
| 0.5509 | 5,509,140.00 | |
| -7.6046 | -76,046,130.00 | |
| -10.3293 | -103,293,400.00 |
Estimation Period:
Nov 28, 2012 to Aug 11, 2023
Nov 28, 2012 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
Other MegaFon PJSC Analyses
Other Spline-GARCH Analyses on International Equities