Gazprom PAO Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:108.17% (-16.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1250 | 10.65 | |
| 0.2451 | 21.49 | |
| 0.7338 | 129.94 | |
| 0.0222 | 1.15 |
Estimation Period:
Jan 24, 2006 to Jul 8, 2022
Jan 24, 2006 to Jul 8, 2022
News Impact Curve
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