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V-Lab

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%)
Analysis last updated: Tuesday, October 7, 2025 at 11:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novatek OAO S0GARCH
paramt-stat
ω1.907919,079,080.00
α0.21272,126,980.00
β0.70037,002,530.00
γ17.834578,345,050.00
γ2-7.8486-78,485,780.00
γ3-18.6023-186,022,800.00
γ43.450534,505,190.00
γ520.4289204,288,700.00
γ619.9953199,952,800.00
γ7-0.9086-9,085,800.00
γ8-33.0534-330,533,600.00
γ9-81.7334-817,333,900.00
γ10165.33661,653,366,000.00
Estimation Period:
Jan 26, 2005 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts