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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0665 | 30,664,720.00 | |
| 0.1365 | 1,365,480.00 | |
| 0.7674 | 7,674,390.00 | |
| -7.3186 | -73,185,840.00 | |
| 4.6637 | 46,636,640.00 | |
| 11.4617 | 114,616,800.00 | |
| 0.1718 | 1,718,140.00 | |
| -25.3552 | -253,551,600.00 | |
| -56.9404 | -569,403,800.00 |
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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