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VTB Bank PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:38.61% (+23.56%)
Analysis last updated: Sunday, September 21, 2025 at 03:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VTB Bank PJSC S0GARCH
paramt-stat
ω0.96063.03
α0.16265.04
β0.763620.55
γ1-0.5922-1.87
γ20.86271.92
γ3-0.4391-1.40
γ40.13800.42
γ50.14780.43
γ6-0.0502-0.13
γ7-0.7051-1.59
γ81.17933.35
Estimation Period:
Sep 14, 2007 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts