VTB Bank PJSC APARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:50.06% (+4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.35 | |
| 0.0680 | 11.46 | |
| 0.8728 | 112.73 | |
| 0.0957 | 2.85 | |
| 1.9983 | 17.75 |
Estimation Period:
Sep 14, 2007 to Jul 11, 2025
Sep 14, 2007 to Jul 11, 2025
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