Tatneft PAO EGARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:0.43% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 9.24 | |
| 0.2517 | 33.21 | |
| 0.9904 | 616.67 | |
| -0.0415 | -8.39 |
Estimation Period:
Dec 10, 2001 to Jan 9, 2026
Dec 10, 2001 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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