Surgutneftegas OAO EGARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:23.92% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0540 | 18.19 | |
| 0.2997 | 44.89 | |
| 0.9802 | 803.41 | |
| -0.0284 | -4.74 |
Estimation Period:
Jan 27, 1998 to May 30, 2025
Jan 27, 1998 to May 30, 2025
News Impact Curve
Volatility Forecasts
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