Surgutneftegas OAO Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3349 | 23,348,670.00 | |
| 0.2030 | 2,029,790.00 | |
| 0.6638 | 6,638,280.00 | |
| -0.2317 | -2,317,320.00 | |
| 0.8298 | 8,298,460.00 | |
| -14.3151 | -143,150,900.00 | |
| 43.3961 | 433,961,100.00 | |
| -92.5267 | -925,266,500.00 |
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 Spline-GARCH Analyses on International Equities