Mechel PJSC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8688 | 12.08 | |
| 0.1413 | 12.08 | |
| 0.7827 | 94.80 | |
| 0.1373 | 6.23 |
Estimation Period:
Oct 29, 2004 to Feb 25, 2022
Oct 29, 2004 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts