UralSib Bank PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2106 | 2,105,660.00 | |
| 0.6038 | 0.00 | |
| 0.3713 | 0.00 |
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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