RusHydro PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0705 | 704,560.00 | |
| 0.3288 | 3,288,260.00 | |
| 0.5579 | 5,578,570.00 | |
| 2.8338 | 28,337,920.00 | |
| -12.9863 | -129,862,600.00 | |
| 26.9453 | 269,452,600.00 | |
| -100.7607 | -1,007,607,000.00 |
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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