Bank St Petersburg PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.4869 | 4,869,060.00 | |
| 0.6315 | 6,315,010.00 | |
| -0.2368 | -2,368,140.00 |
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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