Rosgosstrakh PJSC 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 | |
|---|---|---|
| 0.9902 | 9,901,540.00 | |
| 0.0972 | 971,560.00 | |
| 0.8057 | 8,056,910.00 | |
| -8.0609 | -80,609,420.00 | |
| 8.3310 | 83,309,760.00 | |
| 9.4796 | 94,796,190.00 | |
| 1.4095 | 14,094,740.00 | |
| -8.9961 | -89,960,630.00 | |
| -15.6788 | -156,787,700.00 | |
| -34.7595 | -347,595,000.00 | |
| -42.4278 | -424,277,500.00 | |
| -12.6070 | -126,070,100.00 | |
| -1.5899 | -15,898,540.00 |
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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