VTB Bank PJSC GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:55.20% (+6.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5843 | 13.57 | |
| 0.0897 | 19.12 | |
| 0.8207 | 85.43 |
Estimation Period:
Sep 14, 2007 to Jul 11, 2025
Sep 14, 2007 to Jul 11, 2025
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