Skip to main content
V-Lab

Rosseti PJSC 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 SGARCH
paramt-stat
ω14.9368149,368,200.00
α0.37603,760,160.00
β0.54995,498,930.00
γ1-44.5665-445,664,500.00
γ241.9020419,019,800.00
γ344.4638444,637,700.00
γ49.215292,152,220.00
γ5-141.6105-1,416,105,000.00
γ6167.71841,677,184,000.00
γ7-91.2602-912,601,600.00
γ858.9349589,349,400.00
γ9-578.6015-5,786,015,000.00
Estimation Period:
Dec 9, 2008 to Aug 11, 2023
Impact of return on volatility tomorrow
Volatility Forecasts