Moscow Exchange MICEX-RTS PJSC APARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.14 | |
| 0.0876 | 1.54 | |
| 0.9124 | 14.03 | |
| 0.0399 | 0.24 | |
| 0.5000 | 1.14 |
Estimation Period:
Aug 28, 2012 to May 30, 2025
Aug 28, 2012 to May 30, 2025
News Impact Curve
Volatility Forecasts
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