VTB Bank PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:38.61% (+23.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9606 | 3.03 | |
| 0.1626 | 5.04 | |
| 0.7636 | 20.55 | |
| -0.5922 | -1.87 | |
| 0.8627 | 1.92 | |
| -0.4391 | -1.40 | |
| 0.1380 | 0.42 | |
| 0.1478 | 0.43 | |
| -0.0502 | -0.13 | |
| -0.7051 | -1.59 | |
| 1.1793 | 3.35 |
Estimation Period:
Sep 14, 2007 to Jul 11, 2025
Sep 14, 2007 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
Other VTB Bank PJSC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities