Mechel PJSC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1357 | 16.92 | |
| 0.7890 | 105.23 | |
| 0.1299 | 8.78 | |
| 0.0695 | 21.85 | |
| 0.0000 | 0.02 | |
| 0.9994 | 2,047.95 |
Estimation Period:
Oct 29, 2004 to Feb 25, 2022
Oct 29, 2004 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts