Alrosa PAO EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.43% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 7.91 | |
| 0.3784 | 33.13 | |
| 0.9772 | 268.76 | |
| 0.0251 | 3.84 |
Estimation Period:
Jul 21, 2011 to May 30, 2025
Jul 21, 2011 to May 30, 2025
News Impact Curve
Volatility Forecasts
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