Severstal PAO 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 | |
|---|---|---|
| 1.8235 | 18,235,370.00 | |
| 0.2326 | 2,326,490.00 | |
| 0.6821 | 6,820,900.00 | |
| 0.1514 | 1,513,550.00 | |
| -15.5014 | -155,013,900.00 | |
| 45.4438 | 454,437,800.00 | |
| -89.2581 | -892,581,100.00 |
Estimation Period:
Jun 22, 2005 to May 30, 2025
Jun 22, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Severstal PAO Analyses
Other Spline-GARCH Analyses on International Equities