Moscow Exchange MICEX-RTS PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1864 | 1,864,400.00 | |
| 0.4681 | 4,680,740.00 | |
| 0.6910 | 6,909,740.00 |
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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