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Bank St Petersburg PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Analysis last updated: Tuesday, October 7, 2025 at 11:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank St Petersburg PJSC S0GARCH
paramt-stat
ω6.016460,164,310.00
α0.23502,349,660.00
β0.68656,865,010.00
γ1-11.8045-118,044,900.00
γ2-11.4292-114,292,100.00
γ323.3793233,792,800.00
γ410.7955107,955,200.00
γ511.2591112,590,800.00
γ6-10.4685-104,684,900.00
γ74.017240,172,420.00
γ8-38.9096-389,096,400.00
γ9-127.0201-1,270,201,000.00
γ10294.87792,948,779,000.00
Estimation Period:
Apr 8, 2008 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts