Rosbank PJSC APARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.43 | |
| 0.0684 | 7.79 | |
| 0.9316 | 58.94 | |
| 0.0216 | 0.06 | |
| 0.9894 | 3.46 |
Estimation Period:
Feb 24, 2006 to Jan 10, 2025
Feb 24, 2006 to Jan 10, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities