VSMPO-AVISMA Corp PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8307 | 18,307,070.00 | |
| 0.2316 | 2,315,790.00 | |
| 0.6847 | 6,846,980.00 | |
| -14.4108 | -144,107,900.00 | |
| 26.5468 | 265,467,500.00 | |
| -69.7553 | -697,552,800.00 | |
| 90.1933 | 901,933,000.00 | |
| -2.6919 | -26,919,480.00 | |
| -50.4740 | -504,739,900.00 | |
| 41.6251 | 416,250,500.00 | |
| 14.4070 | 144,070,400.00 | |
| -213.5080 | -2,135,080,000.00 | |
| 309.6169 | 3,096,169,000.00 |
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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