VTB Bank PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:53.59% (+5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6359 | 13.49 | |
| 0.0692 | 7.59 | |
| 0.8160 | 82.99 | |
| 0.0434 | 2.36 |
Estimation Period:
Sep 14, 2007 to Jul 11, 2025
Sep 14, 2007 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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