Alrosa PAO Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:40.59% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1258 | 8.95 | |
| 0.1061 | 18.32 | |
| 0.8648 | 139.62 | |
| -0.0086 | -0.51 | |
| 2.5686 | 22.48 |
Estimation Period:
Jul 21, 2011 to Jul 8, 2022
Jul 21, 2011 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
Other Asy. Power MEM Analyses on International Equities