Moscow Exchange MICEX-RTS PJSC EGARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:1.08% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 13.27 | |
| 0.2796 | 33.11 | |
| 0.9802 | 495.53 | |
| -0.0036 | -0.46 |
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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