Mechel PJSC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9136 | 12.99 | |
| 0.2118 | 20.18 | |
| 0.7776 | 87.59 |
Estimation Period:
Oct 29, 2004 to Feb 25, 2022
Oct 29, 2004 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Depositary Receipts