Gazprom PAO GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.5983 | 5,983,370.00 | |
| 0.5497 | 5,497,040.00 | |
| -0.2961 | -2,960,810.00 |
Estimation Period:
Jan 24, 2006 to May 30, 2025
Jan 24, 2006 to May 30, 2025
News Impact Curve
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