Alrosa PAO GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2685 | 81.20 | |
| 0.9990 | 2,759.67 | |
| 4.0777 | 28.32 |
Estimation Period:
Jul 21, 2011 to May 30, 2025
Jul 21, 2011 to May 30, 2025
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