Mechel PJSC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6469 | 4.29 | |
| 0.2351 | 4.87 | |
| 0.5864 | 8.63 | |
| 1.5456 | 2.21 | |
| -2.7562 | -2.65 | |
| 2.2632 | 3.14 | |
| -1.0531 | -1.65 | |
| -1.2396 | -2.14 | |
| 2.1106 | 3.41 | |
| -1.3528 | -1.89 | |
| 1.6234 | 2.10 | |
| -2.6761 | -3.61 | |
| 2.2223 | 3.29 |
Estimation Period:
May 7, 2010 to Feb 25, 2022
May 7, 2010 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other Mechel PJSC Analyses
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