Bank St Petersburg PJSC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:2.30% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 6.27 | |
| 0.2298 | 20.05 | |
| 0.9957 | 362.08 | |
| -0.0372 | -4.99 |
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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