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V-Lab

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%)
Analysis last updated: Thursday, June 5, 2025 at 11:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Severstal PAO SGARCH
paramt-stat
ω1.823518,235,370.00
α0.23262,326,490.00
β0.68216,820,900.00
γ10.15141,513,550.00
γ2-15.5014-155,013,900.00
γ345.4438454,437,800.00
γ4-89.2581-892,581,100.00
Estimation Period:
Jun 22, 2005 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts