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PIK Group PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:37 PM UTC
Date Range:

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6M ·

1Y ·

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graph of PIK Group PJSC S0GARCH
paramt-stat
ω65.7000657,000,000.00
α0.40264,026,230.00
β0.59745,973,770.00
γ11.871518,714,910.00
γ219.9009199,008,900.00
γ3-33.7473-337,473,300.00
γ40.0526525,580.00
γ57.390173,900,560.00
γ648.2267482,267,000.00
γ7-35.1713-351,712,500.00
γ8-145.1391-1,451,391,000.00
γ9242.10372,421,037,000.00
Estimation Period:
Jun 29, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts