Rosbank PJSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:2.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8386 | 0.05 | |
| 0.0931 | 44.52 | |
| 0.9990 | 54.85 | |
| 2.0000 | 439.27 |
Estimation Period:
Feb 24, 2006 to Jan 16, 2025
Feb 24, 2006 to Jan 16, 2025
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