Rostelecom PJSC EGARCH Volatility Analysis
Volatility Prediction for Thursday, August 14th, 2025:15.10% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 14.14 | |
| 0.2959 | 23.24 | |
| 0.9798 | 578.07 | |
| -0.0292 | -4.58 |
Estimation Period:
Jan 27, 1998 to May 30, 2025
Jan 27, 1998 to May 30, 2025
News Impact Curve
Volatility Forecasts
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