VSMPO-AVISMA Corp PJSC EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:1.34% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 16.73 | |
| 0.3126 | 34.66 | |
| 0.9752 | 477.35 | |
| 0.0479 | 5.83 |
Estimation Period:
Mar 2, 2005 to May 30, 2025
Mar 2, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
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