Mechel PJSC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1845 | 13.17 | |
| 0.3609 | 27.29 | |
| 0.9455 | 211.51 | |
| -0.0685 | -7.04 |
Estimation Period:
Oct 29, 2004 to Feb 25, 2022
Oct 29, 2004 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts