Novatek OAO GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:0.04% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.2133 | 41.85 | |
| 0.7867 | 576.76 |
Estimation Period:
Jan 26, 2005 to May 30, 2025
Jan 26, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities