Rosseti PJSC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.9368 | 149,368,200.00 | |
| 0.3760 | 3,760,160.00 | |
| 0.5499 | 5,498,930.00 | |
| -44.5665 | -445,664,500.00 | |
| 41.9020 | 419,019,800.00 | |
| 44.4638 | 444,637,700.00 | |
| 9.2152 | 92,152,220.00 | |
| -141.6105 | -1,416,105,000.00 | |
| 167.7184 | 1,677,184,000.00 | |
| -91.2602 | -912,601,600.00 | |
| 58.9349 | 589,349,400.00 | |
| -578.6015 | -5,786,015,000.00 |
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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