Novolipetsk Steel EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 28th, 2025:0.58% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 9.56 | |
| 0.2638 | 52.62 | |
| 0.9917 | 852.69 | |
| -0.0562 | -13.76 |
Estimation Period:
Apr 18, 2006 to Jan 24, 2025
Apr 18, 2006 to Jan 24, 2025
News Impact Curve
Volatility Forecasts
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