Severstal PAO Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:43.29% (-5.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1367 | 11.87 | |
| 0.2206 | 46.25 | |
| 0.7581 | 138.36 | |
| 0.0469 | 6.07 | |
| 1.8041 | 26.54 |
Estimation Period:
Jun 22, 2005 to Jul 8, 2022
Jun 22, 2005 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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