Mobile TeleSystems PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:13.92% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1873 | 0.00 | |
| 0.8438 | 8,437,750.00 | |
| -0.0622 | -0.00 |
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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