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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3855 | 73,855,380.00 | |
| 0.2935 | 2,934,830.00 | |
| 0.6968 | 6,968,420.00 | |
| -14.4848 | -144,848,200.00 | |
| 29.4666 | 294,665,900.00 | |
| -0.3633 | -3,632,570.00 | |
| -95.6254 | -956,254,000.00 |
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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