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Inter RAO UES PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 10th, 2025:0.00% (0.00%)
Analysis last updated: Tuesday, June 10, 2025 at 11:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inter RAO UES PJSC SGARCH
paramt-stat
ω24.3855243,855,000.00
α0.39393,939,300.00
β0.54335,433,070.00
γ1-12.4409-124,408,600.00
γ20.64606,460,110.00
γ312.2460122,459,600.00
γ411.8411118,410,800.00
γ56.683666,835,870.00
γ6-9.7497-97,497,060.00
γ7-3.7495-37,495,110.00
γ8-107.4208-1,074,208,000.00
γ954.7853547,852,500.00
Estimation Period:
Jul 17, 2008 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts