Mechel PJSC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5397 | 13.27 | |
| 0.2752 | 20.69 | |
| 0.6570 | 54.82 | |
| 1.0446 | 4.29 |
Estimation Period:
May 7, 2010 to Feb 25, 2022
May 7, 2010 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts