Rosseti PJSC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 5.89 | |
| 0.2174 | 23.16 | |
| 0.9925 | 393.53 | |
| -0.0564 | -7.69 |
Estimation Period:
Dec 9, 2008 to Aug 11, 2023
Dec 9, 2008 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
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