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Polyus PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:0.00% (0.00%)
Analysis last updated: Wednesday, December 24, 2025 at 12:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polyus PJSC SGARCH
paramt-stat
ω27.9293279,292,900.00
α0.33533,352,570.00
β0.66476,647,430.00
γ1-6.8162-68,161,930.00
γ26.469164,690,960.00
γ323.4121234,121,200.00
γ4-92.6655-926,655,100.00
Estimation Period:
May 12, 2006 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts