Rosbank PJSC EGARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:0.88% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 5.40 | |
| 0.1980 | 12.58 | |
| 0.9932 | 321.63 | |
| -0.0071 | -0.32 |
Estimation Period:
Feb 24, 2006 to Jan 10, 2025
Feb 24, 2006 to Jan 10, 2025
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