Mechel PJSC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4554 | 9.03 | |
| 0.2026 | 21.51 | |
| 0.7974 | 88.97 | |
| 0.1844 | 7.45 | |
| 1.5016 | 26.69 |
Estimation Period:
Oct 29, 2004 to Feb 25, 2022
Oct 29, 2004 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Depositary Receipts