Mechel PJSC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5776 | 13.99 | |
| 0.4243 | 23.80 | |
| 0.8461 | 70.83 | |
| -0.0803 | -5.51 |
Estimation Period:
May 7, 2010 to Feb 25, 2022
May 7, 2010 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts