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GAZPROM OAO EGARCH VOLATILITY GRAPH
?
Volatility Prediction for Tuesday, May 21:
30.57% (-1.09)
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Date Range:
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Window:
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6m
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1y
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2y
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5y
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all
Volatility Summary Table
Closing Price (USD)
:
$126.40
Return
:
0.72%
1 Week Pred
:
31.01%
Avg Week Vol
:
31.32%
Avg Month Vol
:
27.53%
1 Month Pred
:
32.54%
Min Vol
:
14.09%
Max Vol
:
149.08%
6 Months Pred
:
39.28%
Avg Vol
:
40.48%
Vol of Vol
:
48.18%
1 Year Pred
:
42.25%
Models
Assets
Analysis on Gazprom OAO
Asy. MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
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GJR-GARCH
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EGARCH analysis on International Equities
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