Moscow Exchange MICEX-RTS PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8120 | 38,120,340.00 | |
| 0.4565 | 4,564,500.00 | |
| 0.5436 | 5,435,500.00 | |
| -20.8722 | -208,722,100.00 | |
| 9.0803 | 90,802,570.00 | |
| 31.8695 | 318,695,200.00 | |
| 20.8737 | 208,737,100.00 | |
| -19.3641 | -193,640,800.00 | |
| -76.2501 | -762,500,500.00 | |
| -53.3210 | -533,210,400.00 | |
| 227.0969 | 2,270,969,000.00 |
Estimation Period:
Aug 28, 2012 to May 30, 2025
Aug 28, 2012 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Moscow Exchange MICEX-RTS PJSC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities