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RusHydro PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RusHydro PJSC S0GARCH
paramt-stat
ω86.6936866,936,400.00
α0.44304,429,670.00
β0.55045,504,470.00
γ174.7341747,340,800.00
γ2-43.6647-436,647,200.00
γ3-56.2357-562,357,100.00
γ4-6.0574-60,573,560.00
γ544.6943446,943,300.00
γ658.7799587,799,100.00
γ7-258.8899-2,588,899,000.00
γ8314.84993,148,499,000.00
Estimation Period:
May 22, 2008 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts