Rosbank PJSC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 100.00 | |
| 0.7772 | 7,772,310.00 | |
| 0.4455 | 4,455,180.00 | |
| 0.0000 | 10.00 | |
| 0.0618 | 618,390.00 | |
| 0.9382 | 9,381,610.00 |
Estimation Period:
Feb 24, 2006 to Jan 10, 2025
Feb 24, 2006 to Jan 10, 2025
News Impact Curve
Volatility Forecasts
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