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United Company Rusal Intl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of United Company Rusal Intl S0GARCH
paramt-stat
ω98.4987984,986,900.00
α0.19701,969,550.00
β0.80308,030,450.00
γ1-47.9299-479,298,500.00
γ268.3240683,239,700.00
γ3-29.2898-292,898,300.00
γ412.0071120,071,200.00
γ5-230.6155-2,306,155,000.00
γ6446.93714,469,371,000.00
Estimation Period:
Mar 30, 2015 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts