Moscow Exchange MICEX-RTS PJSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2376 | 29.74 | |
| 0.9990 | 1,330.23 | |
| 4.9224 | 9.35 |
Estimation Period:
Aug 28, 2012 to May 30, 2025
Aug 28, 2012 to May 30, 2025
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