Skip to main content
V-Lab

Surgutneftegas OAO Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:0.39% (-0.22%)
Analysis last updated: Saturday, July 19, 2025 at 06:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Surgutneftegas OAO S0GARCH
paramt-stat
ω29.7591297,590,700.00
α0.47594,758,780.00
β0.40524,051,690.00
γ110.3132103,131,900.00
γ2-19.1365-191,364,800.00
γ31.232412,324,490.00
γ416.3656163,655,600.00
γ5-6.8442-68,441,690.00
γ6-1.9326-19,326,150.00
γ79.566595,665,390.00
γ8-17.1401-171,400,800.00
Estimation Period:
Jan 27, 1998 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts