Mechel PJSC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4866 | 3.17 | |
| 0.1689 | 5.67 | |
| 0.7496 | 18.80 | |
| 0.8725 | 4.85 | |
| -1.4245 | -5.34 | |
| 0.8347 | 5.21 | |
| -0.3068 | -2.42 | |
| -0.1601 | -1.33 | |
| 0.4179 | 3.04 | |
| -0.2793 | -0.82 |
Estimation Period:
Oct 29, 2004 to Feb 25, 2022
Oct 29, 2004 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts