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Moscow Exchange MICEX-RTS PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:0.00% (0.00%)
Analysis last updated: Saturday, July 12, 2025 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Moscow Exchange MICEX-RTS PJSC S0GARCH
paramt-stat
ω3.812038,120,340.00
α0.45654,564,500.00
β0.54365,435,500.00
γ1-20.8722-208,722,100.00
γ29.080390,802,570.00
γ331.8695318,695,200.00
γ420.8737208,737,100.00
γ5-19.3641-193,640,800.00
γ6-76.2501-762,500,500.00
γ7-53.3210-533,210,400.00
γ8227.09692,270,969,000.00
Estimation Period:
Aug 28, 2012 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts