Magnit PJSC EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.95% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 5.45 | |
| 0.1914 | 22.54 | |
| 0.9964 | 482.31 | |
| -0.0409 | -7.08 |
Estimation Period:
Jun 6, 2006 to May 30, 2025
Jun 6, 2006 to May 30, 2025
News Impact Curve
Volatility Forecasts
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