Bank St Petersburg PJSC APARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:0.64% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.18 | |
| 0.0412 | 1.70 | |
| 0.9588 | 34.31 | |
| 0.0832 | 0.32 | |
| 0.5000 | 1.31 |
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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