Novatek OAO Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 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 | |
|---|---|---|
| 1.9079 | 19,079,080.00 | |
| 0.2127 | 2,126,980.00 | |
| 0.7003 | 7,002,530.00 | |
| 7.8345 | 78,345,050.00 | |
| -7.8486 | -78,485,780.00 | |
| -18.6023 | -186,022,800.00 | |
| 3.4505 | 34,505,190.00 | |
| 20.4289 | 204,288,700.00 | |
| 19.9953 | 199,952,800.00 | |
| -0.9086 | -9,085,800.00 | |
| -33.0534 | -330,533,600.00 | |
| -81.7334 | -817,333,900.00 | |
| 165.3366 | 1,653,366,000.00 |
Estimation Period:
Jan 26, 2005 to May 30, 2025
Jan 26, 2005 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Novatek OAO Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities