Polyus PJSC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.1069 | 3.93 | |
| 0.0000 | 0.00 | |
| 0.2908 | 6.96 | |
| 3.1739 | 0.00 |
Estimation Period:
Jul 19, 2017 to May 12, 2023
Jul 19, 2017 to May 12, 2023
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts