Inter RAO UES PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 10th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.3855 | 243,855,000.00 | |
| 0.3939 | 3,939,300.00 | |
| 0.5433 | 5,433,070.00 | |
| -12.4409 | -124,408,600.00 | |
| 0.6460 | 6,460,110.00 | |
| 12.2460 | 122,459,600.00 | |
| 11.8411 | 118,410,800.00 | |
| 6.6836 | 66,835,870.00 | |
| -9.7497 | -97,497,060.00 | |
| -3.7495 | -37,495,110.00 | |
| -107.4208 | -1,074,208,000.00 | |
| 54.7853 | 547,852,500.00 |
Estimation Period:
Jul 17, 2008 to May 30, 2025
Jul 17, 2008 to May 30, 2025
News Impact Curve
Volatility Forecasts
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