Magnit PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.6565 | 326,564,600.00 | |
| 0.3128 | 3,127,890.00 | |
| 0.6800 | 6,800,080.00 | |
| -5.4927 | -54,927,080.00 | |
| 0.1998 | 1,997,860.00 | |
| 1.6110 | 16,109,720.00 | |
| 6.7804 | 67,803,640.00 | |
| 15.1870 | 151,870,400.00 | |
| 0.0945 | 945,340.00 | |
| -72.4162 | -724,162,100.00 | |
| -51.7635 | -517,634,900.00 |
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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