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UralSib Bank PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 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: Thursday, June 5, 2025 at 11:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UralSib Bank PJSC S0GARCH
paramt-stat
ω0.97819,781,060.00
α0.15921,592,270.00
β0.74917,491,090.00
γ1-5.7844-57,843,810.00
γ2-2.8262-28,262,150.00
γ315.2378152,377,500.00
γ421.6885216,884,900.00
γ5-22.7090-227,090,100.00
γ62.055620,555,880.00
γ7-22.5894-225,894,300.00
γ8-111.8184-1,118,184,000.00
γ9253.06342,530,634,000.00
Estimation Period:
Mar 5, 2003 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts