Polyus PJSC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:1.19% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 16.49 | |
| 0.2340 | 19.30 | |
| 0.9823 | 579.90 | |
| -0.0082 | -0.71 |
Estimation Period:
May 12, 2006 to May 30, 2025
May 12, 2006 to May 30, 2025
News Impact Curve
Volatility Forecasts
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