Magnit PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1428 | 1,428,060.00 | |
| 0.5733 | 5,733,310.00 | |
| 0.5677 | 0.00 |
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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