Rosgosstrakh PJSC Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:45.37% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.36 | |
| 0.2314 | 14.94 | |
| 0.5698 | 28.96 | |
| -0.0032 | -0.11 | |
| 1.1817 | 16.72 |
Estimation Period:
Dec 9, 2013 to Jul 8, 2022
Dec 9, 2013 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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