Skip to main content
V-Lab

Bank St Petersburg PJSC 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 SGARCH
paramt-stat
ω7.385573,855,380.00
α0.29352,934,830.00
β0.69686,968,420.00
γ1-14.4848-144,848,200.00
γ229.4666294,665,900.00
γ3-0.3633-3,632,570.00
γ4-95.6254-956,254,000.00
Estimation Period:
Apr 8, 2008 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts