Rosbank PJSC GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:0.04% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.1376 | 25.22 | |
| 0.8624 | 301.77 |
Estimation Period:
Feb 24, 2006 to Jan 10, 2025
Feb 24, 2006 to Jan 10, 2025
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