Tatneft PAO Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7597 | 2.21 | |
| 0.1862 | 8.03 | |
| 0.8020 | 22.64 | |
| 0.0483 | 0.09 | |
| -0.0737 | -0.10 | |
| -0.0874 | -0.21 | |
| 0.1614 | 0.35 | |
| -0.0117 | -0.02 | |
| 0.0462 | 0.13 | |
| -0.1613 | -0.51 | |
| -0.0879 | -0.23 | |
| 0.7547 | 1.52 | |
| -5.7849 | -3.58 |
Estimation Period:
Dec 10, 2001 to Jan 9, 2026
Dec 10, 2001 to Jan 9, 2026
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