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Severstal PAO 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 11:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Severstal PAO S0GARCH
paramt-stat
ω16.5945165,944,600.00
α0.20212,021,480.00
β0.71747,174,240.00
γ1-12.6154-126,153,700.00
γ223.6310236,310,400.00
γ3-40.5295-405,294,500.00
γ436.5275365,275,400.00
γ510.1908101,908,100.00
γ6-16.1737-161,737,000.00
γ712.0245120,245,300.00
γ814.8482148,482,400.00
γ9-188.3400-1,883,400,000.00
γ10282.46912,824,691,000.00
Estimation Period:
Jun 22, 2005 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts