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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.0300 | 250,300,200.00 | |
| 0.0620 | 619,990.00 | |
| 0.9094 | 9,094,060.00 | |
| 11.8118 | 118,118,200.00 | |
| 14.5176 | 145,176,300.00 | |
| -30.5660 | -305,660,300.00 | |
| -16.5959 | -165,958,900.00 | |
| 76.0066 | 760,065,900.00 | |
| -247.3561 | -2,473,561,000.00 | |
| 100.1718 | 1,001,718,000.00 | |
| 331.9775 | 3,319,775,000.00 |
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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