United Company Rusal Intl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 98.4987 | 984,986,900.00 | |
| 0.1970 | 1,969,550.00 | |
| 0.8030 | 8,030,450.00 | |
| -47.9299 | -479,298,500.00 | |
| 68.3240 | 683,239,700.00 | |
| -29.2898 | -292,898,300.00 | |
| 12.0071 | 120,071,200.00 | |
| -230.6155 | -2,306,155,000.00 | |
| 446.9371 | 4,469,371,000.00 |
Estimation Period:
Mar 30, 2015 to May 30, 2025
Mar 30, 2015 to May 30, 2025
News Impact Curve
Volatility Forecasts
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