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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0164 | 60,164,310.00 | |
| 0.2350 | 2,349,660.00 | |
| 0.6865 | 6,865,010.00 | |
| -11.8045 | -118,044,900.00 | |
| -11.4292 | -114,292,100.00 | |
| 23.3793 | 233,792,800.00 | |
| 10.7955 | 107,955,200.00 | |
| 11.2591 | 112,590,800.00 | |
| -10.4685 | -104,684,900.00 | |
| 4.0172 | 40,172,420.00 | |
| -38.9096 | -389,096,400.00 | |
| -127.0201 | -1,270,201,000.00 | |
| 294.8779 | 2,948,779,000.00 |
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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