VTB Bank PJSC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:61.52% (+9.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5627 | 17.47 | |
| 0.2505 | 25.41 | |
| 0.8385 | 79.66 | |
| -0.0457 | -4.25 |
Estimation Period:
Sep 14, 2007 to Jul 11, 2025
Sep 14, 2007 to Jul 11, 2025
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