Aperam Sa MEM Volatility Analysis
Volatility Prediction for Friday, December 15th, 2023:49.98% (-4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1718 | 2.90 | |
| 0.2655 | 8.77 | |
| 0.7008 | 33.73 |
Estimation Period:
Jan 31, 2011 to Aug 19, 2022
Jan 31, 2011 to Aug 19, 2022
News Impact Curve
Volatility Forecasts
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