Alrosa PAO Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.0456 | 220,456,100.00 | |
| 0.4901 | 4,901,470.00 | |
| 0.3788 | 3,787,620.00 | |
| -5.5014 | -55,014,070.00 | |
| -10.2260 | -102,260,000.00 | |
| 40.3212 | 403,212,200.00 | |
| -23.7104 | -237,104,200.00 | |
| 17.0612 | 170,612,300.00 | |
| 2.1298 | 21,297,860.00 | |
| -146.9395 | -1,469,395,000.00 | |
| 228.3620 | 2,283,620,000.00 |
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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