Novolipetsk Steel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 28th, 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 | |
|---|---|---|
| 18.0185 | 180,185,400.00 | |
| 0.2604 | 2,603,830.00 | |
| 0.6586 | 6,585,510.00 | |
| 13.2200 | 132,200,200.00 | |
| -2.1367 | -21,366,980.00 | |
| -21.1322 | -211,322,300.00 | |
| -14.2844 | -142,844,400.00 | |
| 16.2156 | 162,156,200.00 | |
| 26.2306 | 262,306,400.00 | |
| 10.2720 | 102,720,400.00 | |
| -25.5526 | -255,525,800.00 | |
| -81.3902 | -813,902,000.00 | |
| 142.0413 | 1,420,413,000.00 |
Estimation Period:
Apr 18, 2006 to Jan 24, 2025
Apr 18, 2006 to Jan 24, 2025
News Impact Curve
Volatility Forecasts
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