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Rosneft Oil Company Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:0.00% (0.00%)
Analysis last updated: Wednesday, January 14, 2026 at 12:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Rosneft Oil Company SGARCH
paramt-stat
ω42.64383.77
α0.6791116.66
β0.320655.22
γ10.56011.08
γ2-0.9990-1.40
γ30.86361.89
γ4-0.5042-1.01
γ50.00690.01
γ6-0.4080-0.41
γ72.69901.18
γ8-55.5502-12.35
γ9196.979718.71
γ10-555.5365-37.57
Estimation Period:
Jan 26, 2010 to Jul 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts