Surgutneftegas OAO Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:0.39% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.7591 | 297,590,700.00 | |
| 0.4759 | 4,758,780.00 | |
| 0.4052 | 4,051,690.00 | |
| 10.3132 | 103,131,900.00 | |
| -19.1365 | -191,364,800.00 | |
| 1.2324 | 12,324,490.00 | |
| 16.3656 | 163,655,600.00 | |
| -6.8442 | -68,441,690.00 | |
| -1.9326 | -19,326,150.00 | |
| 9.5665 | 95,665,390.00 | |
| -17.1401 | -171,400,800.00 |
Estimation Period:
Jan 27, 1998 to May 30, 2025
Jan 27, 1998 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Surgutneftegas OAO Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities