VTB Bank PJSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:8.00% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.8162 | 13.03 | |
| 0.1789 | 421.87 | |
| 0.9990 | 12,974.03 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Sep 14, 2007 to Aug 11, 2025
Sep 14, 2007 to Aug 11, 2025
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