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Novolipetsk Steel 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 SGARCH
paramt-stat
ω3.066530,664,720.00
α0.13651,365,480.00
β0.76747,674,390.00
γ1-7.3186-73,185,840.00
γ24.663746,636,640.00
γ311.4617114,616,800.00
γ40.17181,718,140.00
γ5-25.3552-253,551,600.00
γ6-56.9404-569,403,800.00
Estimation Period:
Apr 18, 2006 to Jan 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts