VSMPO-AVISMA Corp PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6595 | 6,594,880.00 | |
| 0.2302 | 2,302,120.00 | |
| 0.7698 | 7,697,880.00 | |
| -5.1499 | -51,499,350.00 | |
| 4.5546 | 45,546,010.00 | |
| 12.8973 | 128,972,700.00 | |
| -11.8856 | -118,855,500.00 | |
| -82.3542 | -823,542,400.00 |
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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