Mobile TeleSystems PJSC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:17.69% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 6.99 | |
| 0.2322 | 18.14 | |
| 0.9911 | 393.29 | |
| -0.0292 | -4.53 |
Estimation Period:
Oct 15, 2003 to May 30, 2025
Oct 15, 2003 to May 30, 2025
News Impact Curve
Volatility Forecasts
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