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Tatneft PAO 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 SGARCH
paramt-stat
ω1.75972.21
α0.18628.03
β0.802022.64
γ10.04830.09
γ2-0.0737-0.10
γ3-0.0874-0.21
γ40.16140.35
γ5-0.0117-0.02
γ60.04620.13
γ7-0.1613-0.51
γ8-0.0879-0.23
γ90.75471.52
γ10-5.7849-3.58
Estimation Period:
Dec 10, 2001 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts