Polyus PJSC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8599 | 14.03 | |
| 1.4704 | 17.64 | |
| 0.4279 | 11.69 | |
| 1.5449 | 24.29 |
Estimation Period:
Jul 19, 2017 to May 12, 2023
Jul 19, 2017 to May 12, 2023
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts