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Mobile TeleSystems PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:8.79% (-1.47%)
Analysis last updated: Wednesday, July 9, 2025 at 03:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mobile TeleSystems PJSC S0GARCH
paramt-stat
ω5.361953,618,840.00
α0.17561,755,520.00
β0.73337,332,980.00
γ1-7.9760-79,760,080.00
γ2-1.9546-19,546,210.00
γ33.053530,534,600.00
γ45.936259,361,730.00
γ57.789477,893,920.00
γ66.798067,979,690.00
γ7-0.0420-419,510.00
γ8-15.7619-157,618,600.00
γ9-51.0678-510,677,800.00
γ1093.8920938,920,000.00
Estimation Period:
Oct 15, 2003 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts