Rosgosstrakh PJSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:1.08% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4258 | 4.18 | |
| 0.3813 | 2,558.85 | |
| 0.9990 | 4,233.05 | |
| 2.0000 | 285,714.29 |
Estimation Period:
Nov 25, 2013 to Jun 4, 2025
Nov 25, 2013 to Jun 4, 2025
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