VSMPO-AVISMA Corp PJSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:1.85% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1268 | 5.83 | |
| 0.1362 | 58.72 | |
| 0.9590 | 200.96 | |
| 2.0000 | 8,230.45 |
Estimation Period:
Mar 2, 2005 to Jun 4, 2025
Mar 2, 2005 to Jun 4, 2025
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