Bank St Petersburg PJSC Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:47.90% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1402 | 18.72 | |
| 0.3161 | 42.07 | |
| 0.6839 | 92.91 | |
| 0.0543 | 4.43 | |
| 1.1907 | 22.59 |
Estimation Period:
Apr 8, 2008 to Jul 8, 2022
Apr 8, 2008 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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