Alrosa PAO GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.2533 | 28.62 | |
| 0.7467 | 241.73 |
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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