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Moscow Exchange MICEX-RTS PJSC 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 ·

All

graph of Moscow Exchange MICEX-RTS PJSC SGARCH
paramt-stat
ω2.640626,405,610.00
α0.33433,343,440.00
β0.59245,923,970.00
γ1-12.3836-123,835,600.00
γ230.7806307,805,700.00
γ3-80.0099-800,099,300.00
Estimation Period:
Aug 28, 2012 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts