Bank St Petersburg PJSC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:-0.00% (-0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.8298 | 8,298,480.00 | |
| 0.1702 | 1,701,520.00 |
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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