Bank St Petersburg PJSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:11.41% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.0667 | 5.13 | |
| 0.1440 | 104.00 | |
| 0.9924 | 721.23 | |
| 2.7392 | 125.91 |
Estimation Period:
Apr 8, 2008 to Oct 6, 2025
Apr 8, 2008 to Oct 6, 2025
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