RusHydro PJSC EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.23% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 13.32 | |
| 0.1449 | 12.77 | |
| 0.9962 | 1,500.33 | |
| -0.0234 | -3.60 |
Estimation Period:
May 22, 2008 to May 30, 2025
May 22, 2008 to May 30, 2025
News Impact Curve
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