Rosgosstrakh PJSC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:41.68% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.44 | |
| 0.4813 | 8.95 | |
| 0.0969 | 6.19 |
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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