Moscow Exchange MICEX-RTS PJSC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.8335 | 8,335,030.00 | |
| 0.1665 | 1,664,970.00 |
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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