Rosneft Oil Company Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 42.6438 | 3.77 | |
| 0.6791 | 116.66 | |
| 0.3206 | 55.22 | |
| 0.5601 | 1.08 | |
| -0.9990 | -1.40 | |
| 0.8636 | 1.89 | |
| -0.5042 | -1.01 | |
| 0.0069 | 0.01 | |
| -0.4080 | -0.41 | |
| 2.6990 | 1.18 | |
| -55.5502 | -12.35 | |
| 196.9797 | 18.71 | |
| -555.5365 | -37.57 |
Estimation Period:
Jan 26, 2010 to Jul 18, 2025
Jan 26, 2010 to Jul 18, 2025
News Impact Curve
Volatility Forecasts
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