RusHydro PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.5467 | 0.35 | |
| 0.7266 | 0.81 | |
| -0.5467 | -0.18 |
Estimation Period:
May 22, 2008 to May 30, 2025
May 22, 2008 to May 30, 2025
News Impact Curve
Volatility Forecasts
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