RusHydro PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86.6936 | 866,936,400.00 | |
| 0.4430 | 4,429,670.00 | |
| 0.5504 | 5,504,470.00 | |
| 74.7341 | 747,340,800.00 | |
| -43.6647 | -436,647,200.00 | |
| -56.2357 | -562,357,100.00 | |
| -6.0574 | -60,573,560.00 | |
| 44.6943 | 446,943,300.00 | |
| 58.7799 | 587,799,100.00 | |
| -258.8899 | -2,588,899,000.00 | |
| 314.8499 | 3,148,499,000.00 |
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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