Magnit PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6474 | 66,474,280.00 | |
| 0.1518 | 1,517,770.00 | |
| 0.7551 | 7,550,550.00 | |
| -8.3294 | -83,293,730.00 | |
| -1.2507 | -12,506,920.00 | |
| 6.8659 | 68,658,680.00 | |
| 9.0100 | 90,100,280.00 | |
| 4.1932 | 41,931,800.00 | |
| 0.7462 | 7,461,540.00 | |
| -6.5701 | -65,700,980.00 | |
| -16.2976 | -162,975,900.00 | |
| -27.7635 | -277,634,600.00 | |
| 80.5362 | 805,362,300.00 |
Estimation Period:
Jun 6, 2006 to May 30, 2025
Jun 6, 2006 to May 30, 2025
News Impact Curve
Volatility Forecasts
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