Alrosa PAO Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 99.7674 | 997,673,700.00 | |
| 0.3039 | 3,039,280.00 | |
| 0.6961 | 6,960,720.00 | |
| -6.9989 | -69,988,910.00 | |
| 31.2307 | 312,307,200.00 | |
| -110.6859 | -1,106,859,000.00 |
Estimation Period:
Jul 21, 2011 to May 30, 2025
Jul 21, 2011 to May 30, 2025
News Impact Curve
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