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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%)
Analysis last updated: Thursday, June 5, 2025 at 11:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VSMPO-AVISMA Corp PJSC S0GARCH
paramt-stat
ω1.830718,307,070.00
α0.23162,315,790.00
β0.68476,846,980.00
γ1-14.4108-144,107,900.00
γ226.5468265,467,500.00
γ3-69.7553-697,552,800.00
γ490.1933901,933,000.00
γ5-2.6919-26,919,480.00
γ6-50.4740-504,739,900.00
γ741.6251416,250,500.00
γ814.4070144,070,400.00
γ9-213.5080-2,135,080,000.00
γ10309.61693,096,169,000.00
Estimation Period:
Mar 2, 2005 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts