RusHydro PJSC GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.05% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.1019 | 41.41 | |
| 0.8981 | 213.32 |
Estimation Period:
May 22, 2008 to May 30, 2025
May 22, 2008 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities