Magnit PJSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 1.00 | |
| 0.1996 | 86.29 | |
| 0.9990 | 910.67 | |
| 2.0000 | 5,970.15 |
Estimation Period:
Jun 6, 2006 to Jun 2, 2025
Jun 6, 2006 to Jun 2, 2025
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