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V-Lab

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%)
Analysis last updated: Thursday, June 5, 2025 at 11:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alrosa PAO S0GARCH
paramt-stat
ω22.0456220,456,100.00
α0.49014,901,470.00
β0.37883,787,620.00
γ1-5.5014-55,014,070.00
γ2-10.2260-102,260,000.00
γ340.3212403,212,200.00
γ4-23.7104-237,104,200.00
γ517.0612170,612,300.00
γ62.129821,297,860.00
γ7-146.9395-1,469,395,000.00
γ8228.36202,283,620,000.00
Estimation Period:
Jul 21, 2011 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts