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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%)
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 SGARCH
paramt-stat
ω0.99029,901,540.00
α0.0972971,560.00
β0.80578,056,910.00
γ1-8.0609-80,609,420.00
γ28.331083,309,760.00
γ39.479694,796,190.00
γ41.409514,094,740.00
γ5-8.9961-89,960,630.00
γ6-15.6788-156,787,700.00
γ7-34.7595-347,595,000.00
γ8-42.4278-424,277,500.00
γ9-12.6070-126,070,100.00
γ10-1.5899-15,898,540.00
Estimation Period:
Nov 25, 2013 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts