Mechel PJSC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1757 | 10.79 | |
| 0.5932 | 37.85 | |
| 0.1499 | 6.82 | |
| 0.4212 | 1.99 | |
| 0.0322 | 2.15 | |
| 0.9591 | 44.95 |
Estimation Period:
May 7, 2010 to Feb 25, 2022
May 7, 2010 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts