UralSib Bank PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9627 | 69,626,730.00 | |
| 0.3154 | 3,153,840.00 | |
| 0.6844 | 6,843,650.00 | |
| -11.6154 | -116,154,400.00 | |
| 22.0526 | 220,525,600.00 | |
| -0.1760 | -1,759,840.00 | |
| -88.0409 | -880,409,100.00 |
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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