Alrosa PAO MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:42.24% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 3.23 | |
| 0.1134 | 16.72 | |
| 0.8796 | 140.78 |
Estimation Period:
Jul 21, 2011 to Jul 8, 2022
Jul 21, 2011 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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