Novatek OAO GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.6860 | 686,000.00 | |
| 0.5246 | 524,618.00 | |
| -0.4604 | -460,363.00 |
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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