Tatneft PAO GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:16.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1164 | 14.55 | |
| 0.0701 | 17.14 | |
| 0.8858 | 240.51 | |
| 0.0609 | 4.82 |
Estimation Period:
Dec 10, 2001 to Jan 9, 2026
Dec 10, 2001 to Jan 9, 2026
News Impact Curve
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