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VSMPO-AVISMA Corp PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (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 SGARCH
paramt-stat
ω0.65956,594,880.00
α0.23022,302,120.00
β0.76987,697,880.00
γ1-5.1499-51,499,350.00
γ24.554645,546,010.00
γ312.8973128,972,700.00
γ4-11.8856-118,855,500.00
γ5-82.3542-823,542,400.00
Estimation Period:
Mar 2, 2005 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts