VTB Bank PJSC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:48.51% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3692 | 18.03 | |
| 0.1285 | 30.51 | |
| 0.7203 | 103.29 | |
| 1.6831 | 6.46 |
Estimation Period:
Sep 14, 2007 to Jul 11, 2025
Sep 14, 2007 to Jul 11, 2025
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