Rostelecom PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, August 14th, 2025:0.76% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4770 | 14,770,170.00 | |
| 0.4261 | 4,260,870.00 | |
| 0.4988 | 4,988,340.00 | |
| -1.1610 | -11,609,720.00 | |
| -2.7779 | -27,779,030.00 | |
| -4.5305 | -45,304,980.00 | |
| 20.0038 | 200,037,900.00 | |
| -6.9672 | -69,671,580.00 | |
| -6.3551 | -63,551,330.00 | |
| 6.2201 | 62,200,850.00 | |
| -8.9369 | -89,368,650.00 |
Estimation Period:
Jan 27, 1998 to May 30, 2025
Jan 27, 1998 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Rostelecom PJSC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities