PhosAgro OAO EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 2nd, 2025:0.52% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 5.00 | |
| 0.2428 | 16.39 | |
| 1.0000 | 284.49 | |
| -0.0405 | -4.55 |
Estimation Period:
Jul 18, 2011 to May 30, 2025
Jul 18, 2011 to May 30, 2025
News Impact Curve
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