VSMPO-AVISMA Corp PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.5120 | 5,120,250.00 | |
| 0.5790 | 5,790,050.00 | |
| -0.1821 | -1,820,600.00 |
Estimation Period:
Mar 2, 2005 to May 30, 2025
Mar 2, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other VSMPO-AVISMA Corp PJSC Analyses
Other GJR-GARCH Analyses on International Equities