Mechel PJSC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6470 | 8.87 | |
| 0.1899 | 22.54 | |
| 0.7960 | 104.37 | |
| 0.9467 | 9.01 |
Estimation Period:
Oct 29, 2004 to Feb 25, 2022
Oct 29, 2004 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts