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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%)
Analysis last updated: Wednesday, January 29, 2025 at 12:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novolipetsk Steel S0GARCH
paramt-stat
ω18.0185180,185,400.00
α0.26042,603,830.00
β0.65866,585,510.00
γ113.2200132,200,200.00
γ2-2.1367-21,366,980.00
γ3-21.1322-211,322,300.00
γ4-14.2844-142,844,400.00
γ516.2156162,156,200.00
γ626.2306262,306,400.00
γ710.2720102,720,400.00
γ8-25.5526-255,525,800.00
γ9-81.3902-813,902,000.00
γ10142.04131,420,413,000.00
Estimation Period:
Apr 18, 2006 to Jan 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts