Novatek OAO EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:0.44% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 10.39 | |
| 0.2809 | 54.89 | |
| 0.9911 | 737.96 | |
| -0.0449 | -8.63 |
Estimation Period:
Jan 26, 2005 to May 30, 2025
Jan 26, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
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