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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.5945 | 165,944,600.00 | |
| 0.2021 | 2,021,480.00 | |
| 0.7174 | 7,174,240.00 | |
| -12.6154 | -126,153,700.00 | |
| 23.6310 | 236,310,400.00 | |
| -40.5295 | -405,294,500.00 | |
| 36.5275 | 365,275,400.00 | |
| 10.1908 | 101,908,100.00 | |
| -16.1737 | -161,737,000.00 | |
| 12.0245 | 120,245,300.00 | |
| 14.8482 | 148,482,400.00 | |
| -188.3400 | -1,883,400,000.00 | |
| 282.4691 | 2,824,691,000.00 |
Estimation Period:
Jun 22, 2005 to May 30, 2025
Jun 22, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
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