Gazprom PAO EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.32% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 8.21 | |
| 0.2102 | 45.92 | |
| 0.9948 | 751.96 | |
| -0.0183 | -3.92 |
Estimation Period:
Jan 24, 2006 to May 30, 2025
Jan 24, 2006 to May 30, 2025
News Impact Curve
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