Skip to main content
V-Lab

Rosseti PJSC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 17, 2023 at 10:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rosseti PJSC S0GARCH
paramt-stat
ω1.044710,447,020.00
α0.39403,939,520.00
β0.60606,060,480.00
γ10.51555,155,410.00
γ2-4.2560-42,560,390.00
γ319.1461191,461,100.00
γ4-34.1861-341,860,700.00
γ546.8778468,778,200.00
γ6-38.7292-387,291,700.00
γ7-0.9695-9,694,840.00
Estimation Period:
Dec 9, 2008 to Aug 11, 2023
Impact of return on volatility tomorrow
Volatility Forecasts