Rosseti PJSC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0447 | 10,447,020.00 | |
| 0.3940 | 3,939,520.00 | |
| 0.6060 | 6,060,480.00 | |
| 0.5155 | 5,155,410.00 | |
| -4.2560 | -42,560,390.00 | |
| 19.1461 | 191,461,100.00 | |
| -34.1861 | -341,860,700.00 | |
| 46.8778 | 468,778,200.00 | |
| -38.7292 | -387,291,700.00 | |
| -0.9695 | -9,694,840.00 |
Estimation Period:
Dec 9, 2008 to Aug 11, 2023
Dec 9, 2008 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
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