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UralSib Bank PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (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 SGARCH
paramt-stat
ω6.962769,626,730.00
α0.31543,153,840.00
β0.68446,843,650.00
γ1-11.6154-116,154,400.00
γ222.0526220,525,600.00
γ3-0.1760-1,759,840.00
γ4-88.0409-880,409,100.00
Estimation Period:
Mar 5, 2003 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts