Moscow Exchange MICEX-RTS PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6406 | 26,405,610.00 | |
| 0.3343 | 3,343,440.00 | |
| 0.5924 | 5,923,970.00 | |
| -12.3836 | -123,835,600.00 | |
| 30.7806 | 307,805,700.00 | |
| -80.0099 | -800,099,300.00 |
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 Spline-GARCH Analyses on International Equities