Skip to main content
V-Lab

MegaFon PJSC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 17, 2023 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MegaFon PJSC S0GARCH
paramt-stat
ω25.2847252,846,800.00
α0.19111,910,660.00
β0.80898,089,340.00
γ12.943529,435,080.00
γ2-19.3379-193,379,200.00
γ325.5491255,491,400.00
γ4-82.6746-826,746,200.00
γ5-30.9614-309,613,600.00
γ6140.58291,405,829,000.00
γ778.8175788,175,400.00
Estimation Period:
Nov 28, 2012 to Aug 11, 2023
Impact of return on volatility tomorrow
Volatility Forecasts