Severstal PAO MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:43.13% (-5.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1534 | 6.71 | |
| 0.2240 | 30.00 | |
| 0.7527 | 137.33 |
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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