Alrosa PAO Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:42.19% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0615 | 6.94 | |
| 0.1148 | 9.14 | |
| 0.8796 | 135.45 | |
| -0.0028 | -0.15 |
Estimation Period:
Jul 21, 2011 to Jul 8, 2022
Jul 21, 2011 to Jul 8, 2022
News Impact Curve
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