Rosgosstrakh PJSC EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.42% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 7.10 | |
| 0.1446 | 12.07 | |
| 0.9991 | 644.18 | |
| 0.0126 | 1.05 |
Estimation Period:
Nov 25, 2013 to May 30, 2025
Nov 25, 2013 to May 30, 2025
News Impact Curve
Volatility Forecasts
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