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Magnit PJSC Zero Slope 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 Magnit PJSC S0GARCH
paramt-stat
ω6.647466,474,280.00
α0.15181,517,770.00
β0.75517,550,550.00
γ1-8.3294-83,293,730.00
γ2-1.2507-12,506,920.00
γ36.865968,658,680.00
γ49.010090,100,280.00
γ54.193241,931,800.00
γ60.74627,461,540.00
γ7-6.5701-65,700,980.00
γ8-16.2976-162,975,900.00
γ9-27.7635-277,634,600.00
γ1080.5362805,362,300.00
Estimation Period:
Jun 6, 2006 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts