Novatek OAO 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 | |
|---|---|---|
| 17.7159 | 177,158,800.00 | |
| 0.3490 | 3,490,340.00 | |
| 0.6210 | 6,210,250.00 | |
| -0.9421 | -9,421,000.00 | |
| -12.5079 | -125,078,800.00 | |
| 45.0473 | 450,473,100.00 | |
| -96.7411 | -967,410,900.00 |
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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