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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%)
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 SGARCH
paramt-stat
ω2.334923,348,670.00
α0.20302,029,790.00
β0.66386,638,280.00
γ1-0.2317-2,317,320.00
γ20.82988,298,460.00
γ3-14.3151-143,150,900.00
γ443.3961433,961,100.00
γ5-92.5267-925,266,500.00
Estimation Period:
Jan 27, 1998 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts