Novolipetsk Steel GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 28th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.3531 | 0.02 | |
| 0.8235 | 0.24 | |
| -0.3531 | -0.01 |
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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