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V-Lab

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%)
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 SGARCH
paramt-stat
ω17.7159177,158,800.00
α0.34903,490,340.00
β0.62106,210,250.00
γ1-0.9421-9,421,000.00
γ2-12.5079-125,078,800.00
γ345.0473450,473,100.00
γ4-96.7411-967,410,900.00
Estimation Period:
Jan 26, 2005 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts