Rosgosstrakh PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0565 | 564,950.00 | |
| 0.8621 | 8,620,900.00 | |
| 0.0855 | 855,180.00 |
Estimation Period:
Nov 25, 2013 to May 30, 2025
Nov 25, 2013 to May 30, 2025
News Impact Curve
Volatility Forecasts
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