Polyus PJSC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3313 | 3.68 | |
| 1.1037 | 0.56 | |
| 0.4481 | 4.21 | |
| -1.1037 | -0.56 |
Estimation Period:
Jul 19, 2017 to May 12, 2023
Jul 19, 2017 to May 12, 2023
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts