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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9781 | 9,781,060.00 | |
| 0.1592 | 1,592,270.00 | |
| 0.7491 | 7,491,090.00 | |
| -5.7844 | -57,843,810.00 | |
| -2.8262 | -28,262,150.00 | |
| 15.2378 | 152,377,500.00 | |
| 21.6885 | 216,884,900.00 | |
| -22.7090 | -227,090,100.00 | |
| 2.0556 | 20,555,880.00 | |
| -22.5894 | -225,894,300.00 | |
| -111.8184 | -1,118,184,000.00 | |
| 253.0634 | 2,530,634,000.00 |
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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