VTB Bank PJSC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:37.12% (+8.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0710 | 8.51 | |
| 0.7535 | 43.04 | |
| 0.0541 | 4.31 | |
| 0.0000 | 0.00 | |
| 0.0031 | 0.80 | |
| 0.9965 | 200.83 |
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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