Bank St Petersburg PJSC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:0.98% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.1606 | 29.85 | |
| 0.8394 | 342.06 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 8, 2008 to May 30, 2025
Apr 8, 2008 to May 30, 2025
News Impact Curve
Volatility Forecasts
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