Skip to main content
V-Lab

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%)
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 SGARCH
paramt-stat
ω32.6565326,564,600.00
α0.31283,127,890.00
β0.68006,800,080.00
γ1-5.4927-54,927,080.00
γ20.19981,997,860.00
γ31.611016,109,720.00
γ46.780467,803,640.00
γ515.1870151,870,400.00
γ60.0945945,340.00
γ7-72.4162-724,162,100.00
γ8-51.7635-517,634,900.00
Estimation Period:
Jun 6, 2006 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts