UralSib Bank PJSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:5.59% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.2118 | 8.16 | |
| 0.0874 | 378.15 | |
| 0.9990 | 8,188.52 | |
| 2.0000 | 666,666.67 |
Estimation Period:
Mar 5, 2003 to Jun 4, 2025
Mar 5, 2003 to Jun 4, 2025
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