Skip to main content
V-Lab

United Company Rusal Intl 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 ·

All

graph of United Company Rusal Intl SGARCH
paramt-stat
ω22.9561229,561,000.00
α0.37183,717,730.00
β0.57365,736,430.00
γ1-24.8320-248,319,600.00
γ268.9156689,156,300.00
γ3-52.6635-526,635,100.00
γ4-11.9764-119,763,600.00
γ5-70.8267-708,267,100.00
γ623.3778233,778,300.00
Estimation Period:
Mar 30, 2015 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts