Mobile TeleSystems PJSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:6.38% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2669 | 349.81 | |
| 0.9990 | 111,000.00 | |
| 3.2823 | 184.60 |
Estimation Period:
Oct 15, 2003 to May 30, 2025
Oct 15, 2003 to May 30, 2025
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