Novolipetsk Steel MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 28th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.9563 | 9,562,900.00 | |
| 0.0000 | 100.00 |
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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