V-Lab
BM Bank JSC Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, December 16th, 2015:63.65% (+10.57%)
Analysis last updated: Tuesday, December 15, 2015 at 05:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3723 | 7.30 | |
| 0.2511 | 22.06 | |
| 0.7219 | 46.85 | |
| -0.1270 | -3.24 | |
| 1.4613 | 23.08 |
Estimation Period:
Dec 17, 2004 to Dec 11, 2015
Dec 17, 2004 to Dec 11, 2015
News Impact Curve
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