Rosbank PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.4529 | 4,528,930.00 | |
| 0.7257 | 7,256,960.00 | |
| -0.3572 | -3,571,780.00 |
Estimation Period:
Feb 24, 2006 to Jan 10, 2025
Feb 24, 2006 to Jan 10, 2025
News Impact Curve
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