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RusHydro PJSC 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 SGARCH
paramt-stat
ω0.0705704,560.00
α0.32883,288,260.00
β0.55795,578,570.00
γ12.833828,337,920.00
γ2-12.9863-129,862,600.00
γ326.9453269,452,600.00
γ4-100.7607-1,007,607,000.00
Estimation Period:
May 22, 2008 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts