Novatek OAO GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:0.04% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 4.32 | |
| 0.1444 | 251.56 | |
| 0.9990 | 4,215.19 | |
| 3.1532 | 454.81 |
Estimation Period:
Jan 26, 2005 to Oct 6, 2025
Jan 26, 2005 to Oct 6, 2025
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