Moscow Exchange MICEX-RTS PJSC GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:0.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.2569 | 42.74 | |
| 0.7431 | 223.15 |
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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