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V-Lab

Rostelecom PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, August 14th, 2025:0.76% (-0.32%)
Analysis last updated: Thursday, August 14, 2025 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rostelecom PJSC S0GARCH
paramt-stat
ω1.477014,770,170.00
α0.42614,260,870.00
β0.49884,988,340.00
γ1-1.1610-11,609,720.00
γ2-2.7779-27,779,030.00
γ3-4.5305-45,304,980.00
γ420.0038200,037,900.00
γ5-6.9672-69,671,580.00
γ6-6.3551-63,551,330.00
γ76.220162,200,850.00
γ8-8.9369-89,368,650.00
Estimation Period:
Jan 27, 1998 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts