Surgutneftegas OAO GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:26.32% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 52.2870 | 6.19 | |
| 0.0904 | 82.02 | |
| 0.9990 | 6,363.06 | |
| 5.1069 | 30.27 |
Estimation Period:
Jan 27, 1998 to Jul 17, 2025
Jan 27, 1998 to Jul 17, 2025
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