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Rosgosstrakh PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rosgosstrakh PJSC S0GARCH
paramt-stat
ω25.0300250,300,200.00
α0.0620619,990.00
β0.90949,094,060.00
γ111.8118118,118,200.00
γ214.5176145,176,300.00
γ3-30.5660-305,660,300.00
γ4-16.5959-165,958,900.00
γ576.0066760,065,900.00
γ6-247.3561-2,473,561,000.00
γ7100.17181,001,718,000.00
γ8331.97753,319,775,000.00
Estimation Period:
Nov 25, 2013 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts