United Company Rusal Intl Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.9561 | 229,561,000.00 | |
| 0.3718 | 3,717,730.00 | |
| 0.5736 | 5,736,430.00 | |
| -24.8320 | -248,319,600.00 | |
| 68.9156 | 689,156,300.00 | |
| -52.6635 | -526,635,100.00 | |
| -11.9764 | -119,763,600.00 | |
| -70.8267 | -708,267,100.00 | |
| 23.3778 | 233,778,300.00 |
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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