Rosneft Oil Company EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:0.28% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 4.16 | |
| 0.2361 | 20.26 | |
| 1.0000 | 314.86 | |
| -0.0334 | -6.78 |
Estimation Period:
Jan 26, 2010 to Jul 18, 2025
Jan 26, 2010 to Jul 18, 2025
News Impact Curve
Volatility Forecasts
Other Rosneft Oil Company Analyses
Other EGARCH Analyses on International Equities