United Co RUSAL International PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:47.67% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8508 | 16.24 | |
| 0.1381 | 15.18 | |
| 0.7549 | 82.83 | |
| 0.0078 | 0.45 |
Estimation Period:
Jan 27, 2010 to Feb 16, 2026
Jan 27, 2010 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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