Rostelecom PJSC MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, August 14th, 2025:0.00% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6666 | 6,665,940.00 | |
| 0.5834 | 5,834,060.00 | |
| -0.5000 | -5,000,000.00 | |
| 0.0000 | 10.00 | |
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 |
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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