QIWI plc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0451 | 18.33 | |
| 0.2974 | 13.01 | |
| 0.5729 | 34.12 | |
| -0.0157 | -0.51 |
Estimation Period:
May 3, 2013 to Aug 5, 2022
May 3, 2013 to Aug 5, 2022
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts