Mechel PJSC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4868 | 3.12 | |
| 0.1695 | 5.72 | |
| 0.7506 | 18.65 | |
| 0.8661 | 4.77 | |
| -1.4135 | -5.25 | |
| 0.8260 | 5.11 | |
| -0.2971 | -2.31 | |
| -0.1777 | -1.41 | |
| 0.4559 | 3.77 | |
| -0.3777 | -4.50 |
Estimation Period:
Oct 29, 2004 to Feb 25, 2022
Oct 29, 2004 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
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