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Tatneft PAO Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:0.00% (0.00%)
Analysis last updated: Sunday, January 11, 2026 at 02:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tatneft PAO S0GARCH
paramt-stat
ω2.66642.51
α0.224319.97
β0.772571.65
γ1-0.1008-0.14
γ20.09250.10
γ3-0.1049-0.24
γ40.15570.32
γ5-0.0185-0.04
γ60.12950.36
γ7-0.4118-1.34
γ80.51131.35
γ9-1.9958-4.87
γ103.351510.46
Estimation Period:
Dec 10, 2001 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts