UralSib Bank PJSC EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.40% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1114 | 11.67 | |
| 0.3192 | 25.42 | |
| 0.9884 | 571.34 | |
| 0.0190 | 1.33 |
Estimation Period:
Mar 5, 2003 to May 30, 2025
Mar 5, 2003 to May 30, 2025
News Impact Curve
Volatility Forecasts
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