Mobile TeleSystems PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:8.79% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3619 | 53,618,840.00 | |
| 0.1756 | 1,755,520.00 | |
| 0.7333 | 7,332,980.00 | |
| -7.9760 | -79,760,080.00 | |
| -1.9546 | -19,546,210.00 | |
| 3.0535 | 30,534,600.00 | |
| 5.9362 | 59,361,730.00 | |
| 7.7894 | 77,893,920.00 | |
| 6.7980 | 67,979,690.00 | |
| -0.0420 | -419,510.00 | |
| -15.7619 | -157,618,600.00 | |
| -51.0678 | -510,677,800.00 | |
| 93.8920 | 938,920,000.00 |
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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