Surgutneftegas OAO GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:1.73% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2599 | 0.00 | |
| 0.5251 | 0.00 | |
| 0.4299 | 0.00 |
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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